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 Thursday, November 13th, 2025:34.65% (-0.22%)

Analysis last updated: Thursday, November 13, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9486	4.59
$α$	0.0683	7.81
$β$	0.9023	76.20
$γ_{1}$	-0.0437	-0.77
$γ_{2}$	0.1671	2.01
$γ_{3}$	-0.2425	-3.76
$γ_{4}$	0.1246	1.98
$γ_{5}$	0.0855	1.67
$γ_{6}$	-0.1858	-4.24
$γ_{7}$	0.1193	2.48
$γ_{8}$	0.0070	0.13
$γ_{9}$	-0.0411	-0.70
$γ_{10}$	-0.0003	-0.01

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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