V-Lab: Bayer AG MF2-GARCH Volatility Analysis

V-Lab

Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:33.73% (-1.03%)

Analysis last updated: Saturday, August 30, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0309	10.24
$β$	0.8157	150.01
$γ$	0.1113	24.01
$λ_{1}$	0.0123	3.18
$λ_{2}$	0.0180	4.10
$λ_{3}$	0.9787	186.02

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts