Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:47.80% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 18.28 | |
| 0.0254 | 14.35 | |
| 0.9339 | 518.84 | |
| 0.0549 | 14.37 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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