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

V-Lab

Bayer AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:34.57% (-1.00%)

Analysis last updated: Saturday, August 30, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0501	6.42
$α$	0.0747	8.24
$β$	0.8784	58.08
$γ_{1}$	0.0691	4.17
$γ_{2}$	-0.1120	-4.51
$γ_{3}$	0.0604	4.45
$γ_{4}$	-0.0246	-1.85
$γ_{5}$	0.0226	1.43
$γ_{6}$	-0.0270	-2.11

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts