Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:28.64% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 15.37 | |
| 0.0303 | 17.15 | |
| 0.9369 | 575.83 | |
| 0.0482 | 11.58 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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