BT Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.48% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0844 | 15.13 | |
| 0.7728 | 56.94 | |
| 0.0306 | 4.41 | |
| 0.0097 | 3.25 | |
| 0.0206 | 4.05 | |
| 0.9771 | 167.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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