Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:42.16% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0324 | 6.32 | |
| 0.0768 | 8.38 | |
| 0.8750 | 57.15 | |
| 0.0666 | 4.05 | |
| -0.1088 | -4.38 | |
| 0.0595 | 4.37 | |
| -0.0240 | -1.90 | |
| 0.0213 | 1.41 | |
| -0.0260 | -2.10 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
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