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V-Lab

BayWa AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:83.46% (-2.98%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BayWa AG S0GARCH
paramt-stat
ω1.71003.05
α0.07076.73
β0.872140.02
γ10.38912.10
γ2-0.4042-1.67
γ3-0.1515-1.11
γ40.25261.82
γ50.00170.01
γ6-0.2713-1.85
γ70.44463.06
γ8-0.4897-4.13
γ90.53894.64
γ10-0.5291-5.29
Estimation Period:
Jan 17, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts