V-Lab
V-Lab
Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2025:41.72% (-0.14%)
Analysis last updated: Wednesday, April 16, 2025 at 02:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Bayerische Motoren Werke AG MF2-GARCH
paramt-stat
m126
α0.030718.03
β0.9376473.05
γ0.047216.36
λ14.12600.00
λ20.00000.00
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts