Bayer AG GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
38.49%
increased by 5.47%
1 Week
38.31%
increased by 5.29%
1 Month
37.65%
increased by 4.63%
Analysis last updated: Wednesday, April 29, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0538 | 18.60 | |
| 0.0258 | 14.45 | |
| 0.9326 | 511.87 | |
| 0.0555 | 14.29 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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