V-Lab
Bayerische Motoren Werke AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:29.93% (+1.77%)
Analysis last updated: Thursday, April 18, 2024 at 04:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0343 | 5.12 | |
| 0.0652 | 8.47 | |
| 0.9259 | 118.69 | |
| 0.0008 | 0.82 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
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