V-Lab: Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:30.99% (+5.10%)

Analysis last updated: Tuesday, January 7, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0316	4.49
$α$	0.0681	7.60
$β$	0.9079	81.16
$γ_{1}$	0.0046	0.11
$γ_{2}$	0.0536	0.93
$γ_{3}$	-0.1581	-4.82
$γ_{4}$	0.2015	7.03
$γ_{5}$	-0.1791	-5.72
$γ_{6}$	0.1083	3.11
$γ_{7}$	-0.0166	-0.48
$γ_{8}$	-0.0290	-1.09

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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