V-Lab
Bayerische Motoren Werke AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:43.10% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7583 | 4.50 | |
| 0.0535 | 55.89 | |
| 0.9958 | 1,053.79 | |
| 5.7563 | 11.91 |
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Jan 2, 1990 to Apr 11, 2025
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