British American Tobacco PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.60% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0367 | 14.82 | |
| 0.8299 | 115.23 | |
| 0.0853 | 16.75 | |
| 0.0082 | 2.70 | |
| 0.0199 | 4.03 | |
| 0.9771 | 162.99 |
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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