V-Lab
Bayerische Motoren Werke AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:24.27% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6053 | 4.44 | |
| 0.0532 | 54.61 | |
| 0.9957 | 986.78 | |
| 5.7656 | 11.44 |
Estimation Period:
Jan 2, 1990 to Aug 29, 2025
Jan 2, 1990 to Aug 29, 2025
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