BayWa AG MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:82.91% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0684 | 16.72 | |
| 0.8440 | 86.61 | |
| 0.0333 | 4.82 | |
| 0.0164 | 1.87 | |
| 0.0723 | 1.97 | |
| 0.9271 | 24.78 |
Estimation Period:
Jan 17, 2002 to Feb 6, 2026
Jan 17, 2002 to Feb 6, 2026
News Impact Curve
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