Bayerische Motoren Werke AG MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
27.01%
decreased by 0.65%
1 Week
27.15%
decreased by 0.51%
1 Month
27.69%
increased by 0.03%
Analysis last updated: Tuesday, July 21, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 79 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0409 | 8.30*** |
α ARCH Response to squared shocks | 0.1304 | 47.49*** |
β GARCH Volatility persistence | 0.8609 | 411.31*** |
Persistence:
0.991
Half-life:
79 days
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