Bayer AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:34.80% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0347 | 12.02 | |
| 0.8222 | 158.11 | |
| 0.1051 | 22.68 | |
| 0.0105 | 3.39 | |
| 0.0165 | 4.45 | |
| 0.9807 | 222.85 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
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