BT Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.10% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7780 | 7.34 | |
| 0.0738 | 6.31 | |
| 0.8727 | 48.41 | |
| -0.0326 | -0.80 | |
| 0.1446 | 2.38 | |
| -0.1988 | -4.80 | |
| 0.0297 | 0.73 | |
| 0.1989 | 4.47 | |
| -0.2907 | -5.87 | |
| 0.2559 | 3.88 | |
| -0.1366 | -1.39 | |
| 0.0328 | 0.30 | |
| -0.0568 | -0.49 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other BT Group PLC Analyses
Other Spline-GARCH Analyses on International Equities