Bayer Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.96% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0038 | 8.50 | |
| 0.0740 | 6.37 | |
| 0.8714 | 47.39 | |
| 0.0004 | 0.03 | |
| -0.0095 | -0.45 | |
| 0.0283 | 1.55 | |
| -0.0301 | -2.79 |
Estimation Period:
Jan 1, 1997 to Feb 6, 2026
Jan 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities