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 Thursday, June 12th, 2025:30.75% (-0.71%)

Analysis last updated: Thursday, June 12, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0390	4.47
$α$	0.0671	7.69
$β$	0.9100	84.02
$γ_{1}$	0.0071	0.18
$γ_{2}$	0.0464	0.81
$γ_{3}$	-0.1474	-4.47
$γ_{4}$	0.1909	6.78
$γ_{5}$	-0.1751	-5.82
$γ_{6}$	0.1137	3.30
$γ_{7}$	-0.0252	-0.71
$γ_{8}$	-0.0251	-0.93

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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