V-Lab
BT Group PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:23.32% (-0.55%)
Analysis last updated: Tuesday, May 7, 2024 at 07:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 10.31 | |
| 0.0531 | 33.76 | |
| 0.9408 | 584.68 | |
| 0.4284 | 13.59 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024