BT Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.62% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.03 | |
| 0.0361 | 17.10 | |
| 0.9425 | 557.72 | |
| 0.0282 | 6.42 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities