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	param	t-stat
$ω$	1.0198	6.33
$α$	0.0776	8.43
$β$	0.8730	56.16
$γ_{1}$	0.0645	4.00
$γ_{2}$	-0.1061	-4.32
$γ_{3}$	0.0588	4.31
$γ_{4}$	-0.0233	-1.95
$γ_{5}$	0.0198	1.37
$γ_{6}$	-0.0248	-2.09

V-Lab

Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bayer AG Analyses