Bayer AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
31.79%
decreased by 0.71%
1 Week
31.79%
decreased by 0.71%
1 Month
31.78%
decreased by 0.72%
Analysis last updated: Saturday, June 13, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9573 | 3.84 | |
| 0.0567 | 31.77 | |
| 0.9918 | 466.30 | |
| 5.0518 | 8.51 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on International Equities