V-Lab: Bayer AG Spline-GARCH Volatility Analysis

V-Lab

Bayer AG Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:43.66% (-0.77%)

Analysis last updated: Thursday, June 19, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9542	6.39
$α$	0.0779	8.04
$β$	0.8645	49.62
$γ_{1}$	0.0541	1.16
$γ_{2}$	-0.0232	-0.33
$γ_{3}$	-0.0470	-0.92
$γ_{4}$	-0.0584	-0.86
$γ_{5}$	0.1695	2.38
$γ_{6}$	-0.1526	-2.99
$γ_{7}$	0.0721	1.68
$γ_{8}$	0.0229	0.48
$γ_{9}$	-0.0929	-1.34
$γ_{10}$	0.1727	1.56

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts