V-Lab: Bayer AG GAS-GARCH Student T Volatility Analysis

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V-Lab

Bayer AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:32.03% (+0.75%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7489	3.88
$α$	0.0576	29.37
$β$	0.9911	426.66
$ν$	5	7.68

Estimation Period:
Jan 2, 1990 to Feb 28, 2025