Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.30% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 18.37 | |
| 0.0243 | 13.96 | |
| 0.9319 | 504.28 | |
| 0.0590 | 15.19 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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