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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0408	23.40***
α ARCH Response to squared shocks	0.1016	32.88***
β GARCH Volatility persistence	0.8658	433.56***
γ leverage Additional response to negative shocks	0.0459	8.92***

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Bayerische Motoren Werke AG Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bayerische Motoren Werke AG Analyses