V-Lab
V-Lab
Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 22nd, 2025:50.63% (-1.48%)
Analysis last updated: Thursday, May 22, 2025 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayer AG GJR-GARCH
paramt-stat
ω0.052116.90
α0.017511.29
β0.9366534.61
γ0.063217.14
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts