I have never done that, but I might have a hint:
If you click the "Connect to outlook" Button in a SharePoint calender, a pop up asks you if you want to allow the program to access MS Outlook. This pop up displays a link that is similar to the following:
stssync://sts/?ver=1.1&type=calendar&cmd=add-folder&base-url=http%3A%2F%2Fmyservername&list-url=%2FLists%2FCalendar%2F&guid=%7B547fb6eb%2Dbce3%2D4376%2Db07a%2D373c4995b359%7D&site-name=mysharepointsite&list-name=Calendar
You could write a batch file that opens that link an deploy the batch file via group policies.
As mentioned, I've never done that so I am not sure if that works. However, I saved that link locally to my desktop. When I open it, the calender is beeing added after I comfirmed an promt in Outlook.
Hope that helps, let me know how it works.