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BT Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.60% (-1.08%)
Analysis last updated: Sunday, February 22, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BT Group PLC S0GARCH
paramt-stat
ω0.84147.73
α0.07316.27
β0.875950.35
γ1-0.0025-0.06
γ20.09791.58
γ3-0.1723-4.07
γ40.01770.43
γ50.19714.34
γ6-0.2796-5.55
γ70.23923.63
γ8-0.1134-1.18
γ9-0.0063-0.06
γ100.03050.51
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts