Bayer AG EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.80% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 8.42 | |
| 0.0903 | 31.97 | |
| 0.9868 | 1,089.21 | |
| -0.0571 | -19.94 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities