V-Lab: Bayerische Motoren Werke AG MEM Volatility Analysis

V-Lab

Bayerische Motoren Werke AG MEM Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:26.49% (-0.35%)

Analysis last updated: Thursday, June 12, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0415	8.21
$α$	0.1349	47.94
$β$	0.8563	395.69

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts