V-Lab: Bayerische Motoren Werke AG APARCH Volatility Analysis

V-Lab

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V-Lab

Bayerische Motoren Werke AG APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.56% (+5.63%)

Analysis last updated: Wednesday, May 1, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0310	20.37
$α$	0.0695	32.77
$β$	0.9305	486.68
$γ$	0.2780	15.37
$δ$	1.3563	28.58

Estimation Period:
Jan 2, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts