BT Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.28% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 12.88 | |
| 0.1119 | 31.81 | |
| 0.9912 | 1,671.51 | |
| -0.0260 | -7.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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