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	param	t-stat
$ω$	1.0332	6.41
$α$	0.0769	8.41
$β$	0.8744	56.80
$γ_{1}$	0.0659	4.08
$γ_{2}$	-0.1080	-4.40
$γ_{3}$	0.0596	4.37
$γ_{4}$	-0.0238	-1.96
$γ_{5}$	0.0203	1.39
$γ_{6}$	-0.0253	-2.11

V-Lab

Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bayer AG Analyses