V-Lab: Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:36.73% (-1.28%)

Analysis last updated: Saturday, May 31, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0388	4.47
$α$	0.0671	7.69
$β$	0.9100	84.02
$γ_{1}$	0.0069	0.17
$γ_{2}$	0.0470	0.81
$γ_{3}$	-0.1481	-4.49
$γ_{4}$	0.1916	6.79
$γ_{5}$	-0.1752	-5.81
$γ_{6}$	0.1131	3.27
$γ_{7}$	-0.0241	-0.68
$γ_{8}$	-0.0260	-0.97

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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