V-Lab: Bayer AG GJR-GARCH Volatility Analysis

V-Lab

Bayer AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:26.75% (+0.04%)

Analysis last updated: Thursday, July 31, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0524	17.04
$α$	0.0173	11.25
$β$	0.9368	535.65
$γ$	0.0625	17.27

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts