BT Group PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.83% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 13.05 | |
| 0.1124 | 31.86 | |
| 0.9911 | 1,671.41 | |
| -0.0258 | -7.05 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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