V-Lab: Bayer AG MF2-GARCH Volatility Analysis

V-Lab

Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:32.58% (-0.70%)

Analysis last updated: Thursday, June 19, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0306	10.29
$β$	0.8195	152.73
$γ$	0.1101	23.92
$λ_{1}$	0.0122	3.24
$λ_{2}$	0.0178	4.12
$λ_{3}$	0.9788	188.78

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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