V-Lab
Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:35.44% (-1.07%)
Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 15.24 | |
| 0.0308 | 16.89 | |
| 0.9344 | 550.28 | |
| 0.0516 | 11.84 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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