V-Lab
Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 7th, 2025:30.03% (+2.65%)
Analysis last updated: Tuesday, January 7, 2025 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0422 | 15.04 | |
| 0.8299 | 92.63 | |
| 0.0771 | 15.98 | |
| 0.0182 | 4.02 | |
| 0.0370 | 4.15 | |
| 0.9579 | 95.83 |
Estimation Period:
Jan 2, 1990 to Jan 3, 2025
Jan 2, 1990 to Jan 3, 2025
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