Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.88%
decreased by 1.82%
1 Week
34.44%
decreased by 2.26%
1 Month
33.77%
decreased by 2.93%
Analysis last updated: Thursday, May 21, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0425 | 15.30 | |
| 0.8283 | 90.74 | |
| 0.0742 | 15.73 | |
| 0.0167 | 3.80 | |
| 0.0355 | 4.16 | |
| 0.9599 | 100.68 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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