V-Lab
Bayerische Motoren Werke AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:29.35% (-1.10%)
Analysis last updated: Thursday, November 21, 2024 at 12:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6290 | 4.45 | |
| 0.0535 | 55.09 | |
| 0.9957 | 997.67 | |
| 6 | 11.71 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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