Imperial Brands PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.83% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7217 | 47,216,960.00 | |
| 0.1939 | 1,939,410.00 | |
| 0.8061 | 8,060,560.00 | |
| 7.4240 | 74,240,080.00 | |
| -26.8343 | -268,342,600.00 | |
| 48.2003 | 482,003,400.00 | |
| -50.6945 | -506,945,000.00 | |
| 32.1994 | 321,994,100.00 | |
| -10.5095 | -105,094,700.00 | |
| -4.6349 | -46,349,170.00 | |
| 7.8032 | 78,031,600.00 | |
| -3.5566 | -35,565,840.00 |
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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