V-Lab: BorgWarner Inc GJR-GARCH Volatility Analysis

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V-Lab

BorgWarner Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:27.79% (-0.42%)

Analysis last updated: Wednesday, April 24, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0662	11.49
$α$	0.0147	8.03
$β$	0.9454	461.83
$γ$	0.0520	13.67

Estimation Period:
Aug 13, 1993 to Apr 19, 2024

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Volatility Forecasts