V-Lab: Bayer AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:30.45% (-0.03%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0387	6.36
$α$	0.0755	8.25
$β$	0.8766	57.12
$γ_{1}$	0.0678	4.10
$γ_{2}$	-0.1103	-4.45
$γ_{3}$	0.0597	4.42
$γ_{4}$	-0.0241	-1.85
$γ_{5}$	0.0218	1.40
$γ_{6}$	-0.0263	-2.07

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts