Bayer AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.04% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9622 | 6.13 | |
| 0.0777 | 8.24 | |
| 0.8686 | 53.04 | |
| 0.0554 | 1.91 | |
| -0.0417 | -0.88 | |
| -0.0763 | -1.85 | |
| 0.1179 | 3.39 | |
| -0.0930 | -3.72 | |
| 0.0728 | 2.54 | |
| -0.0550 | -1.41 | |
| 0.0614 | 1.09 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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