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

V-Lab

Bayer AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:27.27% (-0.59%)

Analysis last updated: Wednesday, June 25, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8062	3.86
$α$	0.0582	29.42
$β$	0.9911	422.99
$ν$	5.1288	7.86

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