Imperial Brands PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.40% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2672 | 4.13 | |
| 0.0440 | 25.38 | |
| 0.9904 | 403.27 | |
| 5.3771 | 5.28 |
Estimation Period:
Sep 30, 1996 to Feb 6, 2026
Sep 30, 1996 to Feb 6, 2026
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