BT Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.83% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8465 | 7.83 | |
| 0.0739 | 6.26 | |
| 0.8740 | 49.33 | |
| -0.0007 | -0.02 | |
| 0.0948 | 1.54 | |
| -0.1687 | -4.00 | |
| 0.0119 | 0.29 | |
| 0.2037 | 4.49 | |
| -0.2849 | -5.64 | |
| 0.2420 | 3.65 | |
| -0.1142 | -1.19 | |
| -0.0059 | -0.06 | |
| 0.0297 | 0.50 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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