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

V-Lab

Bayer AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:31.31% (-1.57%)

Analysis last updated: Saturday, May 31, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8254	3.84
$α$	0.0582	29.62
$β$	0.9912	424.66
$ν$	5.1353	7.87

Estimation Period:
Jan 2, 1990 to May 30, 2025