BT Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8429 | 7.14 | |
| 0.0671 | 5.74 | |
| 0.8665 | 42.85 | |
| 0.0012 | 0.02 | |
| 0.0352 | 0.40 | |
| 0.0340 | 0.51 | |
| -0.2263 | -3.23 | |
| 0.1663 | 2.74 | |
| 0.1614 | 2.49 | |
| -0.3699 | -5.12 | |
| 0.2818 | 3.71 | |
| -0.0744 | -1.16 | |
| -0.0194 | -0.47 |
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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