Bayer AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:55.09% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9621 | 6.14 | |
| 0.0783 | 8.27 | |
| 0.8674 | 52.56 | |
| 0.0557 | 1.93 | |
| -0.0424 | -0.90 | |
| -0.0755 | -1.84 | |
| 0.1173 | 3.37 | |
| -0.0923 | -3.70 | |
| 0.0716 | 2.51 | |
| -0.0528 | -1.36 | |
| 0.0540 | 0.96 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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