BASF SE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.26% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1382 | 5.89 | |
| 0.0707 | 8.48 | |
| 0.8950 | 76.17 | |
| 0.0521 | 3.26 | |
| -0.0953 | -3.98 | |
| 0.0792 | 5.40 | |
| -0.0653 | -5.25 | |
| 0.0625 | 4.32 | |
| -0.0759 | -3.22 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities