V-Lab
Borgwarner Jersey Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2020:36.03% (-2.84%)
Analysis last updated: Thursday, October 1, 2020 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0934 | 1.17 | |
| 0.1504 | 19.83 | |
| 0.8212 | 147.12 | |
| 1.6957 | 9.27 |
Estimation Period:
Nov 21, 2017 to Sep 25, 2020
Nov 21, 2017 to Sep 25, 2020
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