BP PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.57% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 5.69 | |
| 0.1055 | 31.10 | |
| 0.9883 | 943.08 | |
| -0.0563 | -16.90 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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