V-Lab: Bayer AG MF2-GARCH Volatility Analysis

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Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:29.85% (-0.89%)

Analysis last updated: Friday, November 7, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0310	10.30
$β$	0.8155	149.14
$γ$	0.1110	23.94
$λ_{1}$	0.0131	3.22
$λ_{2}$	0.0181	4.04
$λ_{3}$	0.9783	180.62

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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