Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:28.81% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 15.60 | |
| 0.0313 | 17.56 | |
| 0.9360 | 568.63 | |
| 0.0478 | 11.41 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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