BT Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.64% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0847 | 15.16 | |
| 0.7727 | 57.09 | |
| 0.0302 | 4.34 | |
| 0.0097 | 3.25 | |
| 0.0206 | 4.07 | |
| 0.9771 | 168.40 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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