V-Lab
Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:26.32% (-0.73%)
Analysis last updated: Saturday, May 4, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9498 | 5.76 | |
| 0.0646 | 8.41 | |
| 0.9265 | 119.92 | |
| -0.0002 | -0.67 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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