V-Lab: BASF SE Asy. Power MEM Volatility Analysis

V-Lab

BASF SE Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:24.74% (+0.95%)

Analysis last updated: Thursday, June 12, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0554	27.10
$α$	0.1880	58.92
$β$	0.7904	222.34
$γ$	0.1431	20.96
$δ$	0.7579	19.42

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts