Bayer AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
31.53%
decreased by 0.54%
1 Week
31.52%
decreased by 0.55%
1 Month
31.50%
decreased by 0.57%
Analysis last updated: Thursday, May 21, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0535 | 18.56 | |
| 0.0256 | 14.36 | |
| 0.9329 | 514.30 | |
| 0.0555 | 14.35 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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