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 Monday, September 1st, 2025:25.26% (-0.35%)

Analysis last updated: Saturday, August 30, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0443	4.49
$α$	0.0668	7.71
$β$	0.9104	84.32
$γ_{1}$	0.0090	0.23
$γ_{2}$	0.0419	0.73
$γ_{3}$	-0.1416	-4.32
$γ_{4}$	0.1858	6.67
$γ_{5}$	-0.1738	-5.91
$γ_{6}$	0.1180	3.45
$γ_{7}$	-0.0326	-0.92
$γ_{8}$	-0.0197	-0.73

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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