BT Group PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.79% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 19.09 | |
| 0.0532 | 28.87 | |
| 0.9394 | 514.72 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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