Bayer Ag EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.49% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 10.55 | |
| 0.0964 | 24.62 | |
| 0.9736 | 426.45 | |
| -0.0567 | -16.37 |
Estimation Period:
Jan 1, 1997 to Feb 6, 2026
Jan 1, 1997 to Feb 6, 2026
News Impact Curve
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