BASF SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.75% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 15.10 | |
| 0.1316 | 36.78 | |
| 0.9777 | 1,053.53 | |
| -0.0609 | -19.13 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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