Imperial Brands PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.25% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0245 | 0.80 | |
| 0.7405 | 7.16 | |
| 0.0759 | 1.48 | |
| 0.1843 | 0.06 | |
| 0.4710 | 0.04 | |
| 0.4657 | 0.04 |
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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