Bayer AG Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
37.13%
decreased by 1.45%
1 Week
34.47%
decreased by 4.11%
1 Month
27.73%
decreased by 10.85%
Analysis last updated: Tuesday, July 21, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 18% more than equivalent positive returns. The volatility power δ = 0.73 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0564 | 22.79*** |
α ARCH Response to squared shocks | 0.1924 | 68.00*** |
β GARCH Volatility persistence | 0.7875 | 258.54*** |
γ leverage Additional response to negative shocks | 0.1134 | 18.34*** |
δ power Transformation power | 0.7274 | 16.79*** |
Persistence:
0.941
Half-life:
11 days
Other Asy. Power MEM Analyses on International Equities