Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:31.31% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9823 | 4.87 | |
| 0.0667 | 7.76 | |
| 0.9046 | 77.62 | |
| -0.0336 | -0.61 | |
| 0.1541 | 1.92 | |
| -0.2440 | -3.96 | |
| 0.1398 | 2.28 | |
| 0.0650 | 1.27 | |
| -0.1728 | -4.06 | |
| 0.1174 | 2.57 | |
| 0.0061 | 0.12 | |
| -0.0460 | -0.83 | |
| 0.0065 | 0.14 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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