V-Lab: Bayer AG GARCH Volatility Analysis

V-Lab

Bayer AG GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:30.76% (-0.73%)

Analysis last updated: Saturday, June 21, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0557	17.83
$α$	0.0582	30.48
$β$	0.9273	411.94

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts