Bayer AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.09% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0359 | 12.29 | |
| 0.8184 | 154.44 | |
| 0.1050 | 22.50 | |
| 0.0103 | 3.29 | |
| 0.0173 | 4.47 | |
| 0.9800 | 215.63 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities