V-Lab: BASF SE Asy. MEM Volatility Analysis

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V-Lab

BASF SE Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.94% (-1.14%)

Analysis last updated: Saturday, April 20, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0784	29.06
$α$	0.1289	29.18
$β$	0.8090	262.34
$γ$	0.0729	11.07

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts