V-Lab: BorgWarner Inc Asy. MEM Volatility Analysis

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V-Lab

BorgWarner Inc Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.09% (-1.32%)

Analysis last updated: Friday, April 26, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1801	27.96
$α$	0.1127	30.10
$β$	0.8010	254.20
$γ$	0.0932	12.28

Estimation Period:
Aug 13, 1993 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts