Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:26.65% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 15.33 | |
| 0.0302 | 17.14 | |
| 0.9373 | 579.28 | |
| 0.0479 | 11.52 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other Bayerische Motoren Werke AG Analyses
Other GJR-GARCH Analyses on International Equities