BASF SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.23% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1377 | 5.87 | |
| 0.0705 | 8.47 | |
| 0.8955 | 76.50 | |
| 0.0518 | 3.24 | |
| -0.0949 | -3.96 | |
| 0.0787 | 5.36 | |
| -0.0646 | -5.19 | |
| 0.0612 | 4.22 | |
| -0.0723 | -3.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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