V-Lab
Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:37.87% (-1.40%)
Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0291 | 4.47 | |
| 0.0683 | 7.60 | |
| 0.9078 | 81.27 | |
| 0.0031 | 0.08 | |
| 0.0570 | 0.98 | |
| -0.1622 | -4.90 | |
| 0.2050 | 7.01 | |
| -0.1797 | -5.59 | |
| 0.1049 | 2.97 | |
| -0.0105 | -0.30 | |
| -0.0341 | -1.28 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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