Bayer AG APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
38.64%
decreased by 0.95%
1 Week
38.61%
decreased by 0.98%
1 Month
38.48%
decreased by 1.11%
Analysis last updated: Friday, June 5, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 22.36 | |
| 0.0500 | 33.69 | |
| 0.9500 | 610.17 | |
| 0.6892 | 20.99 | |
| 0.7894 | 27.53 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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