British American Tobacco PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:24.36% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7941 | 5.39 | |
| 0.0508 | 32.45 | |
| 0.9898 | 516.08 | |
| 5.3701 | 7.36 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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