V-Lab: BorgWarner Inc Asy. Power MEM Volatility Analysis

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V-Lab

BorgWarner Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:28.20% (-0.47%)

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
$ω$	0.1191	22.74
$α$	0.1759	59.16
$β$	0.7852	226.48
$γ$	0.1591	22.63
$δ$	1.0664	22.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts