Bayer AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:45.93% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0357 | 12.26 | |
| 0.8189 | 155.15 | |
| 0.1045 | 22.46 | |
| 0.0103 | 3.29 | |
| 0.0173 | 4.47 | |
| 0.9801 | 215.59 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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