Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.63% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 15.27 | |
| 0.0297 | 17.04 | |
| 0.9378 | 582.82 | |
| 0.0479 | 11.62 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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