Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.77% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 18.38 | |
| 0.0248 | 14.15 | |
| 0.9320 | 505.72 | |
| 0.0582 | 14.98 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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