V-Lab: Bayer AG Spline-GARCH Volatility Analysis

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V-Lab

Bayer AG Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:35.25% (-0.18%)

Analysis last updated: Tuesday, November 12, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9636	6.27
$α$	0.0768	7.97
$β$	0.8695	51.36
$γ_{1}$	0.0525	1.04
$γ_{2}$	-0.0207	-0.27
$γ_{3}$	-0.0427	-0.72
$γ_{4}$	-0.0724	-0.93
$γ_{5}$	0.1821	2.34
$γ_{6}$	-0.1546	-2.77
$γ_{7}$	0.0630	1.27
$γ_{8}$	0.0383	0.67
$γ_{9}$	-0.1034	-1.43
$γ_{10}$	0.1444	1.59

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Volatility Forecasts

Volatility Forecasts