Imperial Brands PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.75% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 9.12 | |
| 0.0594 | 26.25 | |
| 0.9147 | 320.51 | |
| 0.6526 | 15.67 |
Estimation Period:
Sep 30, 1996 to Feb 13, 2026
Sep 30, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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