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, November 7th, 2025:37.59% (-0.71%)

Analysis last updated: Friday, November 7, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0035	5.08
$α$	0.0691	7.83
$β$	0.9012	75.39
$γ_{1}$	-0.0311	-0.56
$γ_{2}$	0.1509	1.84
$γ_{3}$	-0.2370	-3.67
$γ_{4}$	0.1220	1.94
$γ_{5}$	0.0863	1.69
$γ_{6}$	-0.1857	-4.26
$γ_{7}$	0.1180	2.46
$γ_{8}$	0.0104	0.20
$γ_{9}$	-0.0470	-0.79
$γ_{10}$	0.0054	0.11

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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