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Imperial Brands PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.29% (-0.61%)
Analysis last updated: Thursday, February 12, 2026 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imperial Brands PLC S0GARCH
paramt-stat
ω0.79754.69
α0.07095.22
β0.846427.05
γ1-0.0678-1.02
γ2-0.0161-0.18
γ30.22764.73
γ4-0.2593-5.03
γ50.17573.09
γ6-0.0628-1.25
γ70.01450.32
γ8-0.0758-1.75
γ90.10632.96
Estimation Period:
Sep 30, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts