Imperial Brands PLC APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.65% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 15.42 | |
| 0.0664 | 23.22 | |
| 0.9298 | 298.77 | |
| 0.3697 | 15.30 | |
| 1.0400 | 26.12 |
Estimation Period:
Sep 30, 1996 to Feb 6, 2026
Sep 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Imperial Brands PLC Analyses
Other APARCH Analyses on International Equities