V-Lab
Borgwarner Jersey Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2020:31.79% (-2.56%)
Analysis last updated: Thursday, October 1, 2020 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 4.27 | |
| 0.1059 | 13.15 | |
| 0.8323 | 111.44 | |
| 0.1235 | 6.03 |
Estimation Period:
Nov 21, 2017 to Sep 25, 2020
Nov 21, 2017 to Sep 25, 2020
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