BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.02% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 21.19 | |
| 0.0296 | 14.64 | |
| 0.9185 | 432.65 | |
| 0.0637 | 14.36 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities