V-Lab
V-Lab
Bayerische Motoren Werke AG AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:27.93% (-1.08%)
Analysis last updated: Saturday, June 21, 2025 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG AGARCH
paramt-stat
ω0.038410.76
α0.071339.69
β0.9147481.94
γ0.498312.94
Estimation Period:
Jan 2, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts