BP PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:29.13% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 5.68 | |
| 0.1053 | 31.19 | |
| 0.9884 | 944.00 | |
| -0.0563 | -16.91 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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