V-Lab
V-Lab
Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:24.24% (-0.42%)
Analysis last updated: Saturday, August 23, 2025 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG GJR-GARCH
paramt-stat
ω0.035815.30
α0.030817.38
β0.9355564.55
γ0.049711.67
Estimation Period:
Jan 2, 1990 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts