British American Tobacco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.14% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0280 | 5.58 | |
| 0.0686 | 7.66 | |
| 0.8762 | 60.42 | |
| 0.0005 | 0.02 | |
| 0.0175 | 0.45 | |
| -0.0795 | -3.45 | |
| 0.1221 | 5.89 | |
| -0.1027 | -4.40 | |
| 0.0950 | 4.04 | |
| -0.0960 | -4.16 | |
| 0.0570 | 3.07 |
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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