V-Lab
V-Lab
Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 25th, 2025:27.37% (-0.52%)
Analysis last updated: Wednesday, June 25, 2025 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG GJR-GARCH
paramt-stat
ω0.036815.48
α0.031417.33
β0.9343556.14
γ0.050311.65
Estimation Period:
Jan 2, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts