Bayer AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
32.08%
decreased by 0.77%
1 Week
32.06%
decreased by 0.79%
1 Month
31.98%
decreased by 0.87%
Analysis last updated: Friday, June 12, 2026 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 18.60 | |
| 0.0256 | 14.35 | |
| 0.9328 | 514.24 | |
| 0.0556 | 14.38 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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