Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:35.60% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 18.21 | |
| 0.0229 | 13.02 | |
| 0.9319 | 502.89 | |
| 0.0613 | 15.72 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
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