Bayer AG EGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:45.99% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 8.63 | |
| 0.0910 | 32.31 | |
| 0.9871 | 1,107.86 | |
| -0.0552 | -18.77 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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