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

V-Lab

Bayer AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:26.50% (+0.09%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8351	3.83
$α$	0.0575	29.82
$β$	0.9913	434.03
$ν$	5.1166	7.96

Estimation Period:
Jan 2, 1990 to Sep 19, 2025