British Amer Tobacco Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.44% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0886 | 4.34 | |
| 0.0309 | 21.22 | |
| 0.9909 | 503.77 | |
| 5.6313 | 3.33 |
Estimation Period:
Oct 28, 2008 to Feb 6, 2026
Oct 28, 2008 to Feb 6, 2026
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