V-Lab
Bayer AG MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:69.67% (-5.35%)
Analysis last updated: Thursday, November 21, 2024 at 12:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0262 | 9.23 | |
| 0.8280 | 160.91 | |
| 0.1142 | 25.22 | |
| 0.0132 | 3.37 | |
| 0.0181 | 4.04 | |
| 0.9782 | 181.49 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024