Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:34.80% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 17.48 | |
| 0.0186 | 12.00 | |
| 0.9371 | 544.52 | |
| 0.0602 | 16.99 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
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