V-Lab
V-Lab

BG Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 15th, 2016:35.50% (+5.73%)

Analysis last updated: Friday, February 12, 2016 at 06:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BG Group PLC S0GARCH
paramt-stat
ω0.82536.77
α0.11494.75
β0.815325.18
γ1-0.0172-0.35
γ20.08141.11
γ3-0.1170-2.29
γ40.00730.14
γ50.15062.81
γ6-0.1762-2.81
γ70.08251.23
γ8-0.0068-0.14
Estimation Period:
Jan 1, 1990 to Feb 12, 2016
Impact of return on volatility tomorrow
Volatility Forecasts