Imperial Brands PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.65% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 6.82 | |
| 0.1093 | 6.75 | |
| 0.9703 | 200.22 | |
| -0.0114 | -0.75 |
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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