Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:30.13% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 18.21 | |
| 0.0225 | 13.00 | |
| 0.9319 | 502.92 | |
| 0.0619 | 16.00 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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