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

V-Lab

Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:46.35% (+0.66%)

Analysis last updated: Wednesday, April 16, 2025 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0724	6.50
$α$	0.0750	8.21
$β$	0.8792	58.58
$γ_{1}$	0.0711	4.25
$γ_{2}$	-0.1143	-4.58
$γ_{3}$	0.0602	4.42
$γ_{4}$	-0.0242	-1.71
$γ_{5}$	0.0225	1.38
$γ_{6}$	-0.0268	-2.02

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts