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

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Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:30.79% (-0.98%)

Analysis last updated: Friday, December 12, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9924	4.99
$α$	0.0675	7.77
$β$	0.9032	76.58
$γ_{1}$	-0.0322	-0.58
$γ_{2}$	0.1525	1.87
$γ_{3}$	-0.2395	-3.76
$γ_{4}$	0.1271	2.03
$γ_{5}$	0.0812	1.59
$γ_{6}$	-0.1836	-4.24
$γ_{7}$	0.1196	2.53
$γ_{8}$	0.0067	0.13
$γ_{9}$	-0.0420	-0.72
$γ_{10}$	0.0007	0.01

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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