Bt Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.32% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5023 | 9.40 | |
| 0.2059 | 3.48 | |
| 0.5421 | 14.03 | |
| -0.1836 | -2.85 |
Estimation Period:
Jul 25, 2022 to Feb 6, 2026
Jul 25, 2022 to Feb 6, 2026
News Impact Curve
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