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BT Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.83% (-1.19%)
Analysis last updated: Saturday, February 21, 2026 at 12:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BT Group PLC S0GARCH
paramt-stat
ω0.84657.83
α0.07396.26
β0.874049.33
γ1-0.0007-0.02
γ20.09481.54
γ3-0.1687-4.00
γ40.01190.29
γ50.20374.49
γ6-0.2849-5.64
γ70.24203.65
γ8-0.1142-1.19
γ9-0.0059-0.06
γ100.02970.50
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts