V-Lab
Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:68.74% (-2.25%)
Analysis last updated: Thursday, November 21, 2024 at 12:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 16.24 | |
| 0.0145 | 9.39 | |
| 0.9346 | 514.10 | |
| 0.0714 | 18.16 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024