BASF SE AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.42% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 10.05 | |
| 0.0717 | 39.18 | |
| 0.9006 | 412.37 | |
| 0.7810 | 24.93 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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