V-Lab
V-Lab
Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:29.84% (-0.71%)
Analysis last updated: Monday, July 7, 2025 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

All

graph of Bayerische Motoren Werke AG GJR-GARCH
paramt-stat
ω0.035915.29
α0.030717.19
β0.9354563.84
γ0.050011.69
Estimation Period:
Jan 2, 1990 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts