V-Lab: Bayer AG MF2-GARCH Volatility Analysis

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Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:37.65% (-1.94%)

Analysis last updated: Sunday, November 30, 2025 at 02:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0322	10.96
$β$	0.8176	154.19
$γ$	0.1100	24.10
$λ_{1}$	0.0115	3.27
$λ_{2}$	0.0172	4.24
$λ_{3}$	0.9797	202.17

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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