Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.12% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0302 | 6.31 | |
| 0.0766 | 8.39 | |
| 0.8757 | 57.59 | |
| 0.0661 | 4.02 | |
| -0.1082 | -4.35 | |
| 0.0596 | 4.35 | |
| -0.0242 | -1.94 | |
| 0.0216 | 1.45 | |
| -0.0266 | -2.17 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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