V-Lab: Bayerische Motoren Werke AG APARCH Volatility Analysis

V-Lab

Bayerische Motoren Werke AG APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:30.14% (-0.01%)

Analysis last updated: Thursday, June 19, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0312	20.88
$α$	0.0684	33.43
$β$	0.9316	496.04
$γ$	0.2964	14.71
$δ$	1.3059	28.94

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts