V-Lab: BorgWarner Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BorgWarner Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:31.34% (-0.31%)

Analysis last updated: Wednesday, April 24, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2050	5.08
$α$	0.0509	5.71
$β$	0.9171	62.92
$γ_{1}$	0.0869	2.58
$γ_{2}$	-0.1622	-3.46
$γ_{3}$	0.1557	4.49
$γ_{4}$	-0.1474	-4.65
$γ_{5}$	0.0998	3.37
$γ_{6}$	-0.0249	-0.88
$γ_{7}$	-0.0214	-0.94

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts