V-Lab
V-Lab
BG Group PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 15th, 2016:36.15% (+3.52%)

Analysis last updated: Monday, March 1, 2021 at 07:41 PM UTC

Date Range:

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to

6M ·

1Y ·

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graph of BG Group PLC GARCH
paramt-stat
ω0.082617.68
α0.080932.16
β0.8963272.52
Estimation Period:
Jan 1, 1990 to Feb 12, 2016
Impact of return on volatility tomorrow
Volatility Forecasts