V-Lab
V-Lab
Bayerische Motoren Werke AG EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:30.13% (-1.08%)
Analysis last updated: Saturday, June 21, 2025 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG EGARCH
paramt-stat
ω0.024715.23
α0.136136.70
β0.98421,222.61
γ-0.0391-11.12
Estimation Period:
Jan 2, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts