V-Lab
V-Lab
Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:31.45% (+0.40%)
Analysis last updated: Thursday, July 31, 2025 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG GJR-GARCH
paramt-stat
ω0.035715.29
α0.030917.36
β0.9356565.63
γ0.049511.63
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts