Bayer AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:42.45% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0353 | 12.26 | |
| 0.8203 | 157.03 | |
| 0.1054 | 22.73 | |
| 0.0104 | 3.36 | |
| 0.0169 | 4.47 | |
| 0.9805 | 220.63 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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