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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model 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

ParameterValuet-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