V-Lab: Bayer AG MF2-GARCH Volatility Analysis

V-Lab

Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:29.64% (-0.10%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0152	8.26
$β$	0.9438	406.13
$γ$	0.0567	19.40
$λ_{1}$	3.5982	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts