Borgwarner Jersey Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9375 | 2.71 | |
| 0.0077 | 0.28 | |
| 0.5171 | 0.30 | |
| -2.3902 | -0.18 | |
| 19.3973 | 1.10 | |
| -20.1398 | -2.10 | |
| -3.4302 | -0.31 | |
| 6.4221 | 0.40 | |
| 5.6742 | 0.34 | |
| -12.4366 | -0.81 | |
| 23.4484 | 1.30 | |
| -48.6439 | -3.11 | |
| 49.2575 | 5.43 |
Estimation Period:
Nov 21, 2017 to Sep 25, 2020
Nov 21, 2017 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
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