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

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Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:28.04% (-0.78%)

Analysis last updated: Sunday, November 30, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9878	4.94
$α$	0.0681	7.79
$β$	0.9026	76.23
$γ_{1}$	-0.0337	-0.61
$γ_{2}$	0.1540	1.89
$γ_{3}$	-0.2395	-3.76
$γ_{4}$	0.1269	2.03
$γ_{5}$	0.0809	1.59
$γ_{6}$	-0.1829	-4.22
$γ_{7}$	0.1187	2.51
$γ_{8}$	0.0078	0.15
$γ_{9}$	-0.0444	-0.76
$γ_{10}$	0.0035	0.07

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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