V-Lab: Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis

V-Lab

Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:24.52% (-0.69%)

Analysis last updated: Friday, September 26, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0429	15.37
$β$	0.8289	91.21
$γ$	0.0750	15.77
$λ_{1}$	0.0182	3.93
$λ_{2}$	0.0375	4.11
$λ_{3}$	0.9574	93.69

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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