British Amer Tobacco Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.76% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 13.50 | |
| 0.0257 | 9.16 | |
| 0.9537 | 412.30 | |
| 0.0162 | 3.79 |
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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