Imperial Brands PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.51% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 4.44 | |
| 0.0389 | 14.27 | |
| 0.9593 | 301.20 |
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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