Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.31%
decreased by 0.61%
1 Week
28.73%
decreased by 0.19%
1 Month
30.11%
increased by 1.19%
Analysis last updated: Saturday, June 13, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9995 | 4.51 | |
| 0.0651 | 7.65 | |
| 0.9102 | 83.22 | |
| -0.0088 | -0.19 | |
| 0.0942 | 1.46 | |
| -0.2174 | -5.49 | |
| 0.2409 | 5.56 | |
| -0.1541 | -3.18 | |
| 0.0250 | 0.56 | |
| 0.0638 | 1.45 | |
| -0.0552 | -1.16 | |
| 0.0037 | 0.10 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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