V-Lab
Borgwarner Jersey Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2020:36.74% (-1.38%)
Analysis last updated: Monday, March 1, 2021 at 05:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 1.01 | |
| 0.1315 | 11.20 | |
| 0.9905 | 175.10 | |
| -0.1005 | -8.41 |
Estimation Period:
Nov 21, 2017 to Sep 25, 2020
Nov 21, 2017 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
Other Borgwarner Jersey Ltd Analyses