V-Lab
V-Lab
Bayer AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:40.05% (-0.99%)
Analysis last updated: Saturday, August 23, 2025 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayer AG GJR-GARCH
paramt-stat
ω0.049816.75
α0.016611.01
β0.9393560.44
γ0.060717.61
Estimation Period:
Jan 2, 1990 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts