V-Lab
Bayerische Motoren Werke AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 26th, 2025:20.42% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5721 | 4.42 | |
| 0.0535 | 54.30 | |
| 0.9956 | 964.71 | |
| 5.7361 | 11.48 |
Estimation Period:
Jan 2, 1990 to Sep 19, 2025
Jan 2, 1990 to Sep 19, 2025
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