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Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:29.12% (-0.49%)
Analysis last updated: Saturday, October 11, 2025 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayer AG GJR-GARCH
paramt-stat
ω0.050316.92
α0.016911.18
β0.9390558.93
γ0.060417.52
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts