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	param	t-stat
$ω$	1.0239	6.33
$α$	0.0772	8.41
$β$	0.8738	56.52
$γ_{1}$	0.0654	4.02
$γ_{2}$	-0.1072	-4.35
$γ_{3}$	0.0592	4.34
$γ_{4}$	-0.0238	-1.94
$γ_{5}$	0.0207	1.41
$γ_{6}$	-0.0257	-2.12

V-Lab

Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bayer AG Analyses