Bayer AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.26%
decreased by 0.47%
1 Week
35.42%
increased by 0.69%
1 Month
37.59%
increased by 2.86%
Analysis last updated: Thursday, May 21, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0365 | 12.50 | |
| 0.8182 | 154.68 | |
| 0.1038 | 22.30 | |
| 0.0107 | 3.38 | |
| 0.0169 | 4.46 | |
| 0.9802 | 217.15 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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