V-Lab
V-Lab
Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:22.18% (+1.50%)
Analysis last updated: Tuesday, October 7, 2025 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG GJR-GARCH
paramt-stat
ω0.035815.32
α0.030917.43
β0.9355564.93
γ0.049311.58
Estimation Period:
Jan 2, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts