V-Lab: Bayer AG GJR-GARCH Volatility Analysis

V-Lab

Bayer AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:36.38% (-1.13%)

Analysis last updated: Tuesday, April 29, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0600	17.76
$α$	0.0194	11.96
$β$	0.9298	492.98
$γ$	0.0686	16.77

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

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