V-Lab: Borgwarner Jersey Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Borgwarner Jersey Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, October 2nd, 2020:30.91% (-1.51%)

Analysis last updated: Thursday, October 1, 2020 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0587	5.74
$α$	0.1920	20.11
$β$	0.8080	90.77
$γ$	0.1536	11.75
$δ$	1.4919	8.85

Estimation Period:
Nov 21, 2017 to Sep 25, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts