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BT Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.10% (-1.17%)
Analysis last updated: Sunday, February 22, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BT Group PLC SGARCH
paramt-stat
ω0.77807.34
α0.07386.31
β0.872748.41
γ1-0.0326-0.80
γ20.14462.38
γ3-0.1988-4.80
γ40.02970.73
γ50.19894.47
γ6-0.2907-5.87
γ70.25593.88
γ8-0.1366-1.39
γ90.03280.30
γ10-0.0568-0.49
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts