V-Lab: Bayer AG EGARCH Volatility Analysis

V-Lab

Bayer AG EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:26.99% (-0.19%)

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
$ω$	0.0193	7.13
$α$	0.0823	30.58
$β$	0.9869	1,020.55
$γ$	-0.0608	-21.71

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts