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

V-Lab

Bayerische Motoren Werke AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:33.54% (+1.81%)

Analysis last updated: Wednesday, July 16, 2025 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0425	15.18
$β$	0.8278	90.65
$γ$	0.0762	15.90
$λ_{1}$	0.0181	3.87
$λ_{2}$	0.0380	4.11
$λ_{3}$	0.9571	92.74

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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