British American Tobacco PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.02% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 15.66 | |
| 0.0304 | 15.96 | |
| 0.9283 | 477.28 | |
| 0.0503 | 10.72 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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