BP PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.76% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 13.30 | |
| 0.0226 | 13.32 | |
| 0.9368 | 555.99 | |
| 0.0618 | 13.36 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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