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V-Lab
Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:36.92% (-1.01%)
Analysis last updated: Sunday, November 30, 2025 at 02:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayer AG GJR-GARCH
paramt-stat
ω0.053417.68
α0.019612.38
β0.9352530.18
γ0.061716.93
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts