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 Friday, September 26th, 2025:24.31% (-0.53%)

Analysis last updated: Friday, September 26, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0455	4.48
$α$	0.0664	7.70
$β$	0.9111	84.99
$γ_{1}$	0.0091	0.23
$γ_{2}$	0.0413	0.72
$γ_{3}$	-0.1404	-4.26
$γ_{4}$	0.1845	6.61
$γ_{5}$	-0.1732	-5.90
$γ_{6}$	0.1188	3.47
$γ_{7}$	-0.0348	-0.97
$γ_{8}$	-0.0177	-0.65

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Bayerische Motoren Werke AG Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH