Eastern Tobacco GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:33.36% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4869 | 18.83 | |
| 0.1451 | 15.21 | |
| 0.7485 | 79.88 | |
| 0.0165 | 1.04 |
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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