V-Lab: BASF SE Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BASF SE Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.77% (-0.19%)

Analysis last updated: Saturday, April 20, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0084	4.90
$α$	0.0715	8.25
$β$	0.8919	71.47
$γ_{1}$	0.0204	0.52
$γ_{2}$	0.0068	0.12
$γ_{3}$	-0.1026	-3.24
$γ_{4}$	0.1585	5.96
$γ_{5}$	-0.1341	-4.96
$γ_{6}$	0.0569	2.04
$γ_{7}$	0.0356	1.22
$γ_{8}$	-0.1110	-2.43

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts