Imperial Brands PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.29% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7975 | 4.69 | |
| 0.0709 | 5.22 | |
| 0.8464 | 27.05 | |
| -0.0678 | -1.02 | |
| -0.0161 | -0.18 | |
| 0.2276 | 4.73 | |
| -0.2593 | -5.03 | |
| 0.1757 | 3.09 | |
| -0.0628 | -1.25 | |
| 0.0145 | 0.32 | |
| -0.0758 | -1.75 | |
| 0.1063 | 2.96 |
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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