Bayer AG MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.20%
decreased by 0.90%
1 Week
34.17%
increased by 0.07%
1 Month
36.17%
increased by 2.07%
Analysis last updated: Saturday, June 13, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0369 | 12.59 | |
| 0.8173 | 153.46 | |
| 0.1036 | 22.21 | |
| 0.0111 | 3.42 | |
| 0.0171 | 4.44 | |
| 0.9800 | 213.41 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other MF2-GARCH Analyses on International Equities