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	param	t-stat
$ω$	0.8418	7.14
$α$	0.0675	5.72
$β$	0.8654	42.34
$γ_{1}$	0.0030	0.05
$γ_{2}$	0.0294	0.34
$γ_{3}$	0.0443	0.67
$γ_{4}$	-0.2387	-3.40
$γ_{5}$	0.1750	2.89
$γ_{6}$	0.1598	2.46
$γ_{7}$	-0.3724	-5.15
$γ_{8}$	0.2820	3.69
$γ_{9}$	-0.0641	-0.89
$γ_{10}$	-0.0579	-0.46

V-Lab

BT Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BT Group PLC Analyses