V-Lab
Bayer AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:31.33% (+1.27%)
Analysis last updated: Tuesday, April 16, 2024 at 08:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 6.92 | |
| 0.0840 | 29.44 | |
| 0.9855 | 961.49 | |
| -0.0646 | -23.02 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024