Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:36.18% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0489 | 6.49 | |
| 0.0772 | 8.38 | |
| 0.8741 | 56.80 | |
| 0.0677 | 4.18 | |
| -0.1103 | -4.50 | |
| 0.0601 | 4.45 | |
| -0.0241 | -1.91 | |
| 0.0211 | 1.40 | |
| -0.0258 | -2.10 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
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