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	param	t-stat
$ω$	1.0224	6.33
$α$	0.0775	8.40
$β$	0.8732	56.17
$γ_{1}$	0.0650	4.01
$γ_{2}$	-0.1067	-4.34
$γ_{3}$	0.0591	4.33
$γ_{4}$	-0.0235	-1.94
$γ_{5}$	0.0203	1.39
$γ_{6}$	-0.0253	-2.10

V-Lab

Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bayer AG Analyses