V-Lab: BASF SE Asy. MEM Volatility Analysis

V-Lab

BASF SE Asy. MEM Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:22.53% (-1.14%)

Analysis last updated: Friday, June 20, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0817	30.08
$α$	0.1332	30.92
$β$	0.8039	266.98
$γ$	0.0730	11.07

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts