V-Lab: BASF SE EGARCH Volatility Analysis

V-Lab

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V-Lab

BASF SE EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:23.30% (-1.00%)

Analysis last updated: Tuesday, April 16, 2024 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0238	12.80
$α$	0.1235	34.48
$β$	0.9795	1066.98
$γ$	-0.0619	-18.89

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts