Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.23% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0289 | 6.35 | |
| 0.0779 | 8.42 | |
| 0.8728 | 56.27 | |
| 0.0660 | 4.05 | |
| -0.1080 | -4.38 | |
| 0.0593 | 4.36 | |
| -0.0236 | -1.91 | |
| 0.0205 | 1.38 | |
| -0.0253 | -2.08 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities