BT Group PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.85% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 19.00 | |
| 0.0530 | 28.73 | |
| 0.9397 | 515.16 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities