BT Group PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 11.46 | |
| 0.1058 | 30.69 | |
| 0.9897 | 1,468.43 | |
| -0.0370 | -11.55 |
Estimation Period:
Jan 1, 1990 to Sep 13, 2019
Jan 1, 1990 to Sep 13, 2019
News Impact Curve
Volatility Forecasts
Other BT Group PLC Analyses
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