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, November 20th, 2024:32.48% (-1.57%)

Analysis last updated: Thursday, November 21, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8044	3.82
$α$	0.0583	29.54
$β$	0.9912	424.87
$ν$	5	7.69

Estimation Period:
Jan 2, 1990 to Nov 15, 2024