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V-Lab

BayWa AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:81.65% (-2.78%)
Analysis last updated: Friday, February 13, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BayWa AG SGARCH
paramt-stat
ω1.74363.11
α0.07086.77
β0.871440.01
γ10.40402.20
γ2-0.4223-1.76
γ3-0.1494-1.10
γ40.25421.85
γ50.00390.03
γ6-0.2783-1.91
γ70.45133.09
γ8-0.4882-3.71
γ90.52022.69
γ10-0.4716-1.16
Estimation Period:
Jan 17, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts