V-Lab: Bayer AG MEM Volatility Analysis

V-Lab

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V-Lab

Bayer AG MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.79% (-0.55%)

Analysis last updated: Saturday, April 27, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1006	8.09
$α$	0.1875	36.60
$β$	0.7858	288.48

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts