Bayer Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.86% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1760 | 13.96 | |
| 0.0225 | 9.89 | |
| 0.9010 | 253.16 | |
| 0.0704 | 14.21 |
Estimation Period:
Jan 1, 1997 to Feb 6, 2026
Jan 1, 1997 to Feb 6, 2026
News Impact Curve
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