BASF SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.04% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 15.03 | |
| 0.1313 | 36.67 | |
| 0.9777 | 1,053.57 | |
| -0.0609 | -19.11 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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