BT Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.72% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8265 | 7.72 | |
| 0.0742 | 6.20 | |
| 0.8725 | 48.14 | |
| -0.0088 | -0.21 | |
| 0.1059 | 1.73 | |
| -0.1716 | -4.06 | |
| 0.0101 | 0.24 | |
| 0.2066 | 4.53 | |
| -0.2866 | -5.59 | |
| 0.2430 | 3.60 | |
| -0.1154 | -1.19 | |
| -0.0051 | -0.05 | |
| 0.0300 | 0.51 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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