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, October 17th, 2025:32.18% (-0.72%)

Analysis last updated: Friday, October 17, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0374	6.36
$α$	0.0755	8.25
$β$	0.8767	57.19
$γ_{1}$	0.0675	4.10
$γ_{2}$	-0.1100	-4.44
$γ_{3}$	0.0596	4.41
$γ_{4}$	-0.0240	-1.85
$γ_{5}$	0.0215	1.40
$γ_{6}$	-0.0260	-2.07

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts