BT Group PLC APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.13% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 19.19 | |
| 0.0641 | 28.30 | |
| 0.9359 | 418.39 | |
| 0.2633 | 10.63 | |
| 0.9418 | 23.53 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities