V-Lab: BorgWarner Inc Asy. MEM Volatility Analysis

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V-Lab

BorgWarner Inc Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:29.98% (-1.22%)

Analysis last updated: Tuesday, May 7, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1802	27.97
$α$	0.1128	30.16
$β$	0.8009	254.35
$γ$	0.0931	12.28

Estimation Period:
Aug 13, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts