Imperial Brands PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.51% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 15.66 | |
| 0.0613 | 23.18 | |
| 0.9148 | 264.15 |
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 GARCH Analyses on International Equities