V-Lab: Bayer AG Asy. MEM Volatility Analysis

V-Lab

Bayer AG Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:28.11% (+0.64%)

Analysis last updated: Thursday, June 12, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1018	28.58
$α$	0.1529	33.12
$β$	0.7905	293.01
$γ$	0.0589	8.25

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts