V-Lab
Bayerische Motoren Werke AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, August 11th, 2025:32.06% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6780 | 4.47 | |
| 0.0529 | 55.37 | |
| 0.9958 | 1,030.84 | |
| 5.7629 | 11.69 |
Estimation Period:
Jan 2, 1990 to Aug 8, 2025
Jan 2, 1990 to Aug 8, 2025
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