BASF SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.52% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0260 | 9.84 | |
| 0.8433 | 134.34 | |
| 0.0979 | 22.56 | |
| 0.0146 | 3.26 | |
| 0.0250 | 4.06 | |
| 0.9695 | 128.26 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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