V-Lab: BT Group PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BT Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.90% (-0.61%)

Analysis last updated: Saturday, April 27, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8377	8.02
$α$	0.0621	6.25
$β$	0.8966	60.77
$γ_{1}$	0.0137	0.50
$γ_{2}$	0.0655	1.54
$γ_{3}$	-0.2247	-7.49
$γ_{4}$	0.2722	8.82
$γ_{5}$	-0.2203	-6.29
$γ_{6}$	0.1575	4.50
$γ_{7}$	-0.0823	-1.98
$γ_{8}$	0.0149	0.40

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts