V-Lab
Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:31.94% (-1.56%)
Analysis last updated: Thursday, November 21, 2024 at 12:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0419 | 14.92 | |
| 0.8303 | 92.80 | |
| 0.0774 | 16.01 | |
| 0.0182 | 4.01 | |
| 0.0373 | 4.14 | |
| 0.9577 | 95.17 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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