British Amer Tobacco Plc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.44% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 8.42 | |
| 0.0923 | 19.47 | |
| 0.9834 | 744.97 | |
| -0.0211 | -5.13 |
Estimation Period:
Oct 28, 2008 to Feb 6, 2026
Oct 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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