Bayer AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.47% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9621 | 6.14 | |
| 0.0779 | 8.25 | |
| 0.8682 | 52.83 | |
| 0.0554 | 1.91 | |
| -0.0418 | -0.88 | |
| -0.0762 | -1.85 | |
| 0.1178 | 3.39 | |
| -0.0928 | -3.72 | |
| 0.0722 | 2.53 | |
| -0.0540 | -1.39 | |
| 0.0580 | 1.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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