Eastern Tobacco AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:33.51% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5161 | 18.93 | |
| 0.1585 | 28.45 | |
| 0.7370 | 75.33 | |
| -0.0201 | -0.33 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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