BT Group PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.19% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 12.70 | |
| 0.1116 | 31.78 | |
| 0.9913 | 1,674.46 | |
| -0.0263 | -7.19 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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