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 Friday, October 17th, 2025:36.63% (-1.24%)

Analysis last updated: Friday, October 17, 2025 at 08:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9924	4.99
$α$	0.0696	7.84
$β$	0.9004	74.95
$γ_{1}$	-0.0338	-0.61
$γ_{2}$	0.1546	1.87
$γ_{3}$	-0.2377	-3.65
$γ_{4}$	0.1193	1.89
$γ_{5}$	0.0910	1.78
$γ_{6}$	-0.1893	-4.30
$γ_{7}$	0.1193	2.45
$γ_{8}$	0.0090	0.17
$γ_{9}$	-0.0424	-0.71
$γ_{10}$	0.0001	0.00

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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