Bayer AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.38% (+3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 8.65 | |
| 0.0911 | 32.18 | |
| 0.9871 | 1,109.09 | |
| -0.0551 | -18.73 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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