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

V-Lab

Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:36.50% (+0.27%)

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
$ω$	1.0413	4.47
$α$	0.0667	7.70
$β$	0.9106	84.66
$γ_{1}$	0.0078	0.20
$γ_{2}$	0.0447	0.78
$γ_{3}$	-0.1449	-4.39
$γ_{4}$	0.1885	6.71
$γ_{5}$	-0.1741	-5.83
$γ_{6}$	0.1147	3.33
$γ_{7}$	-0.0269	-0.76
$γ_{8}$	-0.0244	-0.90

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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