BP PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.98% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0210 | 11.21 | |
| 0.8705 | 110.49 | |
| 0.0857 | 18.73 | |
| 0.0194 | 3.82 | |
| 0.0347 | 3.30 | |
| 0.9583 | 81.26 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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