V-Lab
Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:40.68% (+7.50%)
Analysis last updated: Wednesday, March 5, 2025 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0297 | 4.45 | |
| 0.0671 | 7.61 | |
| 0.9095 | 82.88 | |
| 0.0046 | 0.11 | |
| 0.0522 | 0.90 | |
| -0.1546 | -4.69 | |
| 0.1976 | 6.93 | |
| -0.1774 | -5.75 | |
| 0.1098 | 3.16 | |
| -0.0188 | -0.54 | |
| -0.0287 | -1.08 |
Estimation Period:
Jan 2, 1990 to Feb 28, 2025
Jan 2, 1990 to Feb 28, 2025
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