Bayer AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:45.81% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0313 | 6.31 | |
| 0.0764 | 8.42 | |
| 0.8764 | 58.06 | |
| 0.0658 | 4.01 | |
| -0.1079 | -4.33 | |
| 0.0596 | 4.33 | |
| -0.0242 | -1.94 | |
| 0.0215 | 1.44 | |
| -0.0265 | -2.16 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities