V-Lab
Bayerische Motoren Werke AG EGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:38.59% (+2.71%)
Analysis last updated: Saturday, November 9, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 14.94 | |
| 0.1365 | 36.26 | |
| 0.9842 | 1207.62 | |
| -0.0404 | -11.36 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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