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Imperial Brands PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.15% (+1.51%)
Analysis last updated: Thursday, February 12, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imperial Brands PLC SGARCH
paramt-stat
ω1.66460.03
α0.19360.01
β0.80630.05
γ13.69510.01
γ2-21.1860-0.02
γ345.50610.04
γ4-51.4090-0.05
γ538.53170.08
γ6-21.4248-0.05
γ75.26270.02
γ82.90660.05
γ9-0.1728-0.00
Estimation Period:
Jan 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts