Imperial Brands PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.15% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6646 | 0.03 | |
| 0.1936 | 0.01 | |
| 0.8063 | 0.05 | |
| 3.6951 | 0.01 | |
| -21.1860 | -0.02 | |
| 45.5061 | 0.04 | |
| -51.4090 | -0.05 | |
| 38.5317 | 0.08 | |
| -21.4248 | -0.05 | |
| 5.2627 | 0.02 | |
| 2.9066 | 0.05 | |
| -0.1728 | -0.00 |
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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