Skip to main content
V-Lab

Bayerische Motoren Werke AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:31.31% (-0.94%)
Analysis last updated: Thursday, March 12, 2026 at 06:51 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