Imperial Brands PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.58% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 15.02 | |
| 0.0245 | 13.75 | |
| 0.9272 | 318.19 | |
| 0.0573 | 11.84 |
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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