V-Lab
BT Group PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:24.91% (-0.70%)
Analysis last updated: Saturday, May 4, 2024 at 04:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 10.58 | |
| 0.1121 | 35.75 | |
| 0.9918 | 1599.70 | |
| -0.0334 | -9.01 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024