Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:37.82% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 18.34 | |
| 0.0245 | 13.90 | |
| 0.9322 | 506.64 | |
| 0.0584 | 15.05 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities