BP PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.85% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0211 | 11.27 | |
| 0.8707 | 110.53 | |
| 0.0854 | 18.70 | |
| 0.0194 | 3.84 | |
| 0.0346 | 3.31 | |
| 0.9585 | 81.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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