V-Lab: Bayer AG EGARCH Volatility Analysis

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V-Lab

Bayer AG EGARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:33.08% (-0.94%)

Analysis last updated: Tuesday, November 12, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0199	6.78
$α$	0.0825	29.52
$β$	0.9858	963.67
$γ$	-0.0643	-23.07

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts