Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:37.75% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0444 | 15.65 | |
| 0.8270 | 90.08 | |
| 0.0751 | 15.74 | |
| 0.0169 | 3.93 | |
| 0.0355 | 4.19 | |
| 0.9599 | 101.43 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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