Bayer AG GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
36.05%
decreased by 1.00%
1 Week
35.93%
decreased by 1.12%
1 Month
35.49%
decreased by 1.56%
Analysis last updated: Wednesday, April 1, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 18.39 | |
| 0.0255 | 14.36 | |
| 0.9335 | 514.89 | |
| 0.0550 | 14.33 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other GJR-GARCH Analyses on International Equities