V-Lab: Bayer AG APARCH Volatility Analysis

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V-Lab

Bayer AG APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:29.43% (-1.15%)

Analysis last updated: Friday, April 19, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0226	23.23
$α$	0.0467	32.81
$β$	0.9533	606.45
$γ$	0.8298	26.47
$δ$	0.7930	30.57

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts