V-Lab: BWP Trust MF2-GARCH Volatility Analysis

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V-Lab

BWP Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:0.03% (-12.15%)

Analysis last updated: Tuesday, November 12, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Sep 16, 1998 to Nov 8, 2024

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Volatility Forecasts

Volatility Forecasts