V-Lab
V-Lab
Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:42.61% (-0.90%)
Analysis last updated: Tuesday, April 8, 2025 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG GJR-GARCH
paramt-stat
ω0.036715.35
α0.031217.23
β0.9342554.76
γ0.051211.81
Estimation Period:
Jan 2, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts