Imperial Brands PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.66% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 4.39 | |
| 0.0245 | 6.25 | |
| 0.9615 | 326.94 | |
| 0.0243 | 4.30 |
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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