V-Lab: Bayer AG MF2-GARCH Volatility Analysis

V-Lab

Bayer AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:45.54% (-1.77%)

Analysis last updated: Wednesday, April 16, 2025 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0290	10.06
$β$	0.8248	159.84
$γ$	0.1119	24.72
$λ_{1}$	0.0123	3.40
$λ_{2}$	0.0169	4.15
$λ_{3}$	0.9797	198.75

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts