Skip to main content
V-Lab
V-Lab
Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:25.87% (+2.10%)
Analysis last updated: Friday, October 31, 2025 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayer AG GJR-GARCH
paramt-stat
ω0.051017.09
α0.017111.26
β0.9383552.92
γ0.060917.52
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts