Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:28.39% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9830 | 4.89 | |
| 0.0672 | 7.75 | |
| 0.9037 | 76.81 | |
| -0.0340 | -0.62 | |
| 0.1542 | 1.89 | |
| -0.2405 | -3.80 | |
| 0.1307 | 2.10 | |
| 0.0755 | 1.48 | |
| -0.1788 | -4.15 | |
| 0.1174 | 2.51 | |
| 0.0079 | 0.16 | |
| -0.0455 | -0.79 | |
| 0.0049 | 0.10 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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