V-Lab: BT Group PLC Asy. Power MEM Volatility Analysis

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V-Lab

BT Group PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.02% (-0.91%)

Analysis last updated: Saturday, April 27, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0378	24.14
$α$	0.1619	58.42
$β$	0.8251	279.89
$γ$	0.0569	7.74
$δ$	0.6574	13.86

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts