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

V-Lab

Bayer AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:45.66% (-2.20%)

Analysis last updated: Thursday, April 17, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8896	3.82
$α$	0.0585	30.21
$β$	0.9914	436.55
$ν$	5.1660	7.97

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