Eastern Tobacco Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.30% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7976 | 5.05 | |
| 0.2005 | 8.13 | |
| 0.6251 | 13.10 | |
| -0.0098 | -0.29 | |
| 0.0199 | 0.40 | |
| -0.0422 | -1.29 | |
| 0.0520 | 1.87 | |
| 0.0082 | 0.29 | |
| -0.0949 | -2.02 |
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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