BT Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.93% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7782 | 7.38 | |
| 0.0739 | 6.29 | |
| 0.8720 | 47.99 | |
| -0.0326 | -0.80 | |
| 0.1444 | 2.38 | |
| -0.1971 | -4.77 | |
| 0.0258 | 0.63 | |
| 0.2037 | 4.57 | |
| -0.2946 | -5.90 | |
| 0.2581 | 3.87 | |
| -0.1375 | -1.39 | |
| 0.0337 | 0.31 | |
| -0.0573 | -0.50 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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