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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0352	4.76***
α ARCH Response to squared shocks	0.0643	7.65***
β GARCH Volatility persistence	0.9115	84.68***

γ₁	-0.0028	-0.06
γ₂	0.0863	1.35
γ₃	-0.2144	-5.41***
γ₄	0.2402	5.56***
γ₅	-0.1563	-3.23***
γ₆	0.0294	0.65
γ₇	0.0587	1.33
γ₈	-0.0494	-1.04
γ₉	-0.0015	-0.04

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Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

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