Imperial Brands PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.23% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0309 | 11.34 | |
| 0.8310 | 78.65 | |
| 0.0898 | 16.13 | |
| 0.0122 | 2.08 | |
| 0.0194 | 2.85 | |
| 0.9751 | 111.20 |
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 MF2-GARCH Analyses on International Equities