V-Lab
BT Group PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:25.01% (-0.48%)
Analysis last updated: Thursday, April 18, 2024 at 06:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 17.50 | |
| 0.0523 | 32.85 | |
| 0.9420 | 587.26 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024