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

V-Lab

Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:28.70% (-0.22%)

Analysis last updated: Sunday, May 11, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0419	15.04
$β$	0.8294	92.60
$γ$	0.0774	16.14
$λ_{1}$	0.0182	3.97
$λ_{2}$	0.0373	4.14
$λ_{3}$	0.9576	95.00

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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