Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:41.15% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 15.51 | |
| 0.0312 | 17.47 | |
| 0.9355 | 565.59 | |
| 0.0489 | 11.51 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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