Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.85%
decreased by 0.92%
1 Week
34.81%
decreased by 0.96%
1 Month
34.63%
decreased by 1.14%
Analysis last updated: Thursday, May 21, 2026 at 06:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 15.14 | |
| 0.0291 | 16.94 | |
| 0.9387 | 593.36 | |
| 0.0476 | 11.70 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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