BT Group PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 15.99 | |
| 0.0495 | 30.59 | |
| 0.9419 | 514.96 |
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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