BT Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 13.65 | |
| 0.0232 | 13.83 | |
| 0.9443 | 534.41 | |
| 0.0475 | 12.78 |
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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