Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
29.80%
increased by 0.25%
1 Week
30.03%
increased by 0.48%
1 Month
30.55%
increased by 1.00%
Analysis last updated: Friday, June 12, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0425 | 15.34 | |
| 0.8281 | 90.23 | |
| 0.0735 | 15.62 | |
| 0.0168 | 3.78 | |
| 0.0354 | 4.14 | |
| 0.9600 | 100.26 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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