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

V-Lab

Bayer AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:30.03% (-1.30%)

Analysis last updated: Saturday, August 30, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8354	3.82
$α$	0.0576	29.75
$β$	0.9913	431.75
$ν$	5.1046	7.97

Estimation Period:
Jan 2, 1990 to Aug 29, 2025