V-Lab
BG Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 15th, 2016:32.79% (+1.38%)
Analysis last updated: Monday, March 1, 2021 at 05:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 14.68 | |
| 0.1566 | 33.28 | |
| 0.9754 | 683.54 | |
| -0.0535 | -13.53 |
Estimation Period:
Jan 1, 1990 to Feb 12, 2016
Jan 1, 1990 to Feb 12, 2016
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