Bayer AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.29% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 8.26 | |
| 0.0894 | 31.93 | |
| 0.9868 | 1,080.87 | |
| -0.0576 | -20.23 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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