Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:42.85% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0325 | 6.33 | |
| 0.0770 | 8.40 | |
| 0.8748 | 57.24 | |
| 0.0665 | 4.05 | |
| -0.1087 | -4.38 | |
| 0.0597 | 4.38 | |
| -0.0241 | -1.92 | |
| 0.0214 | 1.42 | |
| -0.0261 | -2.12 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
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