Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
29.80%
increased by 0.07%
1 Week
29.84%
increased by 0.11%
1 Month
29.97%
increased by 0.24%
Analysis last updated: Friday, June 12, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 15.15 | |
| 0.0290 | 16.90 | |
| 0.9390 | 595.04 | |
| 0.0472 | 11.62 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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