V-Lab: BorgWarner Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

BorgWarner Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:30.01% (-1.13%)

Analysis last updated: Thursday, April 18, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6581	5.79
$α$	0.0675	19.77
$β$	0.9795	254.08
$ν$	5	6.06

Estimation Period:
Aug 13, 1993 to Apr 12, 2024