BT Group PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.13% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 19.07 | |
| 0.0532 | 28.79 | |
| 0.9393 | 513.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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