V-Lab
Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:30.06% (-0.72%)
Analysis last updated: Tuesday, November 12, 2024 at 08:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 18.88 | |
| 0.0189 | 12.07 | |
| 0.9272 | 481.40 | |
| 0.0720 | 16.48 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024