V-Lab
BP PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:20.51% (+0.65%)
Analysis last updated: Saturday, May 4, 2024 at 08:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 5.15 | |
| 0.1064 | 30.67 | |
| 0.9886 | 890.59 | |
| -0.0594 | -16.92 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024