Borgwarner Jersey Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8668 | 87.90 | |
| 0.1920 | 15.12 | |
| 8.5447 | 0.14 | |
| 0.0000 | 0.00 | |
| 0.5669 | 0.19 |
Estimation Period:
Nov 21, 2017 to Oct 1, 2020
Nov 21, 2017 to Oct 1, 2020
News Impact Curve
Volatility Forecasts
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