V-Lab: Bayer AG MF2-GARCH Volatility Analysis

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V-Lab

Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:33.03% (+1.33%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0268	9.46
$β$	0.8248	159.16
$γ$	0.1149	25.38
$λ_{1}$	0.0135	3.39
$λ_{2}$	0.0171	4.02
$λ_{3}$	0.9790	186.86

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts