BT Group PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.09% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 13.67 | |
| 0.0535 | 28.97 | |
| 0.9387 | 516.92 | |
| 0.2747 | 6.26 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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