Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.85% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0288 | 6.33 | |
| 0.0773 | 8.41 | |
| 0.8740 | 56.83 | |
| 0.0660 | 4.04 | |
| -0.1081 | -4.37 | |
| 0.0594 | 4.36 | |
| -0.0238 | -1.92 | |
| 0.0209 | 1.40 | |
| -0.0258 | -2.10 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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