Imperial Brands PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.72% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 10.98 | |
| 0.1247 | 24.63 | |
| 0.9796 | 729.40 | |
| -0.0450 | -10.72 |
Estimation Period:
Sep 30, 1996 to Feb 6, 2026
Sep 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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