V-Lab: Bayer AG GJR-GARCH Volatility Analysis

V-Lab

Bayer AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 10th, 2025:33.12% (-0.87%)

Analysis last updated: Thursday, July 10, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0517	16.95
$α$	0.0172	11.20
$β$	0.9374	540.31
$γ$	0.0621	17.30

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

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Volatility Forecasts