BP PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.91% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 13.17 | |
| 0.0220 | 13.11 | |
| 0.9375 | 560.01 | |
| 0.0618 | 13.47 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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