V-Lab: Bayer AG Zero Slope Spline-GARCH Volatility Analysis

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Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:29.50% (-0.52%)

Analysis last updated: Friday, November 7, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0370	6.35
$α$	0.0758	8.25
$β$	0.8761	56.87
$γ_{1}$	0.0672	4.08
$γ_{2}$	-0.1095	-4.42
$γ_{3}$	0.0594	4.39
$γ_{4}$	-0.0235	-1.83
$γ_{5}$	0.0205	1.34
$γ_{6}$	-0.0250	-1.99

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts