V-Lab
Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:33.35% (-1.09%)
Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0294 | 4.47 | |
| 0.0680 | 7.60 | |
| 0.9082 | 81.55 | |
| 0.0034 | 0.08 | |
| 0.0564 | 0.97 | |
| -0.1615 | -4.88 | |
| 0.2043 | 7.01 | |
| -0.1796 | -5.62 | |
| 0.1056 | 3.00 | |
| -0.0115 | -0.33 | |
| -0.0334 | -1.25 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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