V-Lab: Bayer AG MF2-GARCH Volatility Analysis

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Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:28.01% (-0.48%)

Analysis last updated: Friday, October 17, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0149	8.15
$β$	0.9444	409.36
$γ$	0.0564	19.38
$λ_{1}$	3.5940	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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