Bayer AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:33.27% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0346 | 11.99 | |
| 0.8219 | 157.87 | |
| 0.1055 | 22.78 | |
| 0.0106 | 3.40 | |
| 0.0165 | 4.44 | |
| 0.9807 | 222.44 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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