V-Lab
Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:40.45% (-1.27%)
Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 15.23 | |
| 0.0308 | 16.88 | |
| 0.9343 | 549.90 | |
| 0.0518 | 11.87 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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