British Amer Tob (Malaysia) GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:93.47% (+12.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 15.67 | |
| 0.0773 | 16.27 | |
| 0.9124 | 331.18 | |
| -0.0048 | -0.66 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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