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

V-Lab

Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:28.92% (-0.39%)

Analysis last updated: Thursday, June 12, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0424	15.12
$β$	0.8285	91.45
$γ$	0.0765	15.96
$λ_{1}$	0.0181	3.92
$λ_{2}$	0.0377	4.12
$λ_{3}$	0.9573	93.84

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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