V-Lab: Borgwarner Jersey Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Borgwarner Jersey Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 2nd, 2020:38.41% (+0.25%)

Analysis last updated: Monday, March 1, 2021 at 06:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	13.9374	4.64
$α$	0.0735	21.57
$β$	0.9894	561.23
$ν$	5	6.39

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