V-Lab
Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:41.57% (-2.94%)
Analysis last updated: Tuesday, November 12, 2024 at 08:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0420 | 14.93 | |
| 0.8301 | 92.81 | |
| 0.0778 | 16.00 | |
| 0.0182 | 4.02 | |
| 0.0373 | 4.15 | |
| 0.9577 | 95.37 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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