BASF SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.96% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 15.07 | |
| 0.1314 | 36.76 | |
| 0.9777 | 1,053.55 | |
| -0.0609 | -19.19 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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