Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.20% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 18.35 | |
| 0.0244 | 14.03 | |
| 0.9322 | 506.93 | |
| 0.0584 | 15.09 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities