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

Skip to main content

V-Lab

Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:49.29% (-2.49%)

Analysis last updated: Sunday, November 30, 2025 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0261	6.27
$α$	0.0771	8.35
$β$	0.8740	56.43
$γ_{1}$	0.0668	4.06
$γ_{2}$	-0.1093	-4.41
$γ_{3}$	0.0598	4.41
$γ_{4}$	-0.0239	-1.88
$γ_{5}$	0.0212	1.41
$γ_{6}$	-0.0259	-2.10

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts