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	param	t-stat
$ω$	1.0672	4.99
$α$	0.0641	7.65
$β$	0.9121	85.35
$γ_{1}$	-0.0022	-0.05
$γ_{2}$	0.0884	1.38
$γ_{3}$	-0.2195	-5.45
$γ_{4}$	0.2425	5.47
$γ_{5}$	-0.1533	-3.09
$γ_{6}$	0.0225	0.49
$γ_{7}$	0.0663	1.48
$γ_{8}$	-0.0565	-1.17
$γ_{9}$	0.0038	0.10

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Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

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Volatility Forecast

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