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 Monday, May 12th, 2025:30.94% (0.00%)

Analysis last updated: Sunday, May 11, 2025 at 03:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0376	4.48
$α$	0.0674	7.67
$β$	0.9093	83.20
$γ_{1}$	0.0068	0.17
$γ_{2}$	0.0477	0.83
$γ_{3}$	-0.1495	-4.56
$γ_{4}$	0.1931	6.86
$γ_{5}$	-0.1759	-5.82
$γ_{6}$	0.1126	3.27
$γ_{7}$	-0.0234	-0.67
$γ_{8}$	-0.0258	-0.96

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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