Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.92% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0303 | 6.32 | |
| 0.0769 | 8.42 | |
| 0.8750 | 57.39 | |
| 0.0662 | 4.03 | |
| -0.1083 | -4.36 | |
| 0.0595 | 4.36 | |
| -0.0240 | -1.92 | |
| 0.0212 | 1.42 | |
| -0.0261 | -2.12 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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