V-Lab: BT Group PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BT Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.29% (-0.53%)

Analysis last updated: Saturday, April 20, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8390	8.02
$α$	0.0624	6.25
$β$	0.8961	60.54
$γ_{1}$	0.0138	0.50
$γ_{2}$	0.0659	1.54
$γ_{3}$	-0.2257	-7.50
$γ_{4}$	0.2730	8.80
$γ_{5}$	-0.2206	-6.26
$γ_{6}$	0.1571	4.45
$γ_{7}$	-0.0814	-1.93
$γ_{8}$	0.0140	0.37

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts