V-Lab
Borgwarner Jersey Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2020:41.51% (-0.39%)
Analysis last updated: Monday, March 1, 2021 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2519 | 9.97 | |
| 0.0836 | 9.85 | |
| 0.9046 | 111.08 |
Estimation Period:
Nov 21, 2017 to Sep 25, 2020
Nov 21, 2017 to Sep 25, 2020
News Impact Curve
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