BT Group PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 10.47 | |
| 0.0539 | 32.39 | |
| 0.9356 | 494.25 | |
| 0.4962 | 11.72 |
Estimation Period:
Jan 1, 1990 to Sep 13, 2019
Jan 1, 1990 to Sep 13, 2019
News Impact Curve
Volatility Forecasts
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