Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:43.99% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0303 | 6.32 | |
| 0.0769 | 8.42 | |
| 0.8750 | 57.39 | |
| 0.0662 | 4.03 | |
| -0.1083 | -4.36 | |
| 0.0595 | 4.36 | |
| -0.0240 | -1.92 | |
| 0.0212 | 1.42 | |
| -0.0261 | -2.12 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities