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Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:30.68% (-0.64%)
Analysis last updated: Friday, March 13, 2026 at 08:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayerische Motoren Werke AG S0GARCH
paramt-stat
ω0.98234.87
α0.06677.76
β0.904677.62
γ1-0.0336-0.61
γ20.15411.92
γ3-0.2440-3.96
γ40.13982.28
γ50.06501.27
γ6-0.1728-4.06
γ70.11742.57
γ80.00610.12
γ9-0.0460-0.83
γ100.00650.14
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts