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Imperial Brands PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.83% (-0.04%)
Analysis last updated: Friday, February 13, 2026 at 08:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imperial Brands PLC S0GARCH
paramt-stat
ω4.721747,216,960.00
α0.19391,939,410.00
β0.80618,060,560.00
γ17.424074,240,080.00
γ2-26.8343-268,342,600.00
γ348.2003482,003,400.00
γ4-50.6945-506,945,000.00
γ532.1994321,994,100.00
γ6-10.5095-105,094,700.00
γ7-4.6349-46,349,170.00
γ87.803278,031,600.00
γ9-3.5566-35,565,840.00
Estimation Period:
Jan 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts