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

V-Lab

Bayer AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:30.46% (-1.21%)

Analysis last updated: Wednesday, July 16, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8362	3.84
$α$	0.0577	29.77
$β$	0.9913	433.45
$ν$	5.1232	7.95

Estimation Period:
Jan 2, 1990 to Jul 11, 2025