V-Lab
V-Lab
BorgWarner Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:28.74% (-0.44%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BorgWarner Inc GJR-GARCH
paramt-stat
ω0.066211.49
α0.01478.05
β0.9454461.60
γ0.051913.65
Estimation Period:
Aug 13, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts