V-Lab
Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:27.72% (-0.62%)
Analysis last updated: Friday, April 19, 2024 at 11:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9509 | 5.76 | |
| 0.0650 | 8.42 | |
| 0.9260 | 119.24 | |
| -0.0002 | -0.68 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
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