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

V-Lab

Bayer AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:33.16% (+3.13%)

Analysis last updated: Thursday, June 12, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8332	3.83
$α$	0.0580	29.70
$β$	0.9912	428.18
$ν$	5.1342	7.90

Estimation Period:
Jan 2, 1990 to Jun 6, 2025