BT Group PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.34% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 13.66 | |
| 0.0533 | 28.97 | |
| 0.9389 | 518.75 | |
| 0.2759 | 6.29 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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