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 ·

All

graph of Bayerische Motoren Werke AG S0GARCH
paramt-stat
ω1.03904.47
α0.06717.69
β0.910084.02
γ10.00710.18
γ20.04640.81
γ3-0.1474-4.47
γ40.19096.78
γ5-0.1751-5.82
γ60.11373.30
γ7-0.0252-0.71
γ8-0.0251-0.93
Estimation Period:
Jan 2, 1990 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts