V-Lab: Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:40.16% (+1.14%)

Analysis last updated: Wednesday, April 16, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0366	4.45
$α$	0.0674	7.69
$β$	0.9098	83.83
$γ_{1}$	0.0054	0.13
$γ_{2}$	0.0501	0.86
$γ_{3}$	-0.1514	-4.57
$γ_{4}$	0.1944	6.81
$γ_{5}$	-0.1761	-5.74
$γ_{6}$	0.1113	3.20
$γ_{7}$	-0.0211	-0.60
$γ_{8}$	-0.0279	-1.04

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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