British Amer Tobacco Plc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.07% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 22.18 | |
| 0.0554 | 27.18 | |
| 0.9162 | 405.57 | |
| 0.1593 | 3.37 |
Estimation Period:
Oct 28, 2008 to Feb 6, 2026
Oct 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other British Amer Tobacco Plc Analyses
Other AGARCH Analyses on International Equities