V-Lab
Bayerische Motoren Werke AG EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:28.48% (-0.89%)
Analysis last updated: Thursday, April 18, 2024 at 09:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 15.28 | |
| 0.1401 | 36.05 | |
| 0.9843 | 1216.64 | |
| -0.0383 | -10.43 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
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