Bayer AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.10%
increased by 0.34%
1 Week
33.08%
increased by 0.32%
1 Month
32.99%
increased by 0.23%
Analysis last updated: Thursday, May 21, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9661 | 3.84 | |
| 0.0568 | 31.84 | |
| 0.9918 | 466.08 | |
| 5.0439 | 8.56 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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