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

V-Lab

Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:26.57% (-0.13%)

Analysis last updated: Saturday, August 30, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0427	15.34
$β$	0.8285	91.51
$γ$	0.0758	15.90
$λ_{1}$	0.0181	3.94
$λ_{2}$	0.0373	4.13
$λ_{3}$	0.9577	94.75

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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