British American Tobacco PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.12% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 16.21 | |
| 0.0256 | 17.64 | |
| 0.9466 | 562.78 | |
| 0.0393 | 10.03 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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