Bayer Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.84% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9844 | 7.42 | |
| 0.0746 | 6.13 | |
| 0.8690 | 46.12 | |
| -0.0038 | -0.88 | |
| 0.0132 | 1.81 |
Estimation Period:
Jan 1, 1997 to Feb 6, 2026
Jan 1, 1997 to Feb 6, 2026
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