Imperial Brands PLC APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.50% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 4.28 | |
| 0.0358 | 12.36 | |
| 0.9594 | 344.97 | |
| 0.1691 | 4.60 | |
| 2.0984 | 27.02 |
Estimation Period:
Jan 11, 2007 to Feb 6, 2026
Jan 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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