BP PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.05% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 18.23 | |
| 0.0574 | 27.99 | |
| 0.9332 | 472.97 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities