V-Lab: Bayer AG MF2-GARCH Volatility Analysis

V-Lab

Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:61.05% (-4.91%)

Analysis last updated: Saturday, August 9, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0305	10.20
$β$	0.8181	153.38
$γ$	0.1115	24.16
$λ_{1}$	0.0118	3.19
$λ_{2}$	0.0177	4.15
$λ_{3}$	0.9791	191.86

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts