V-Lab
V-Lab
BASF SE MEM Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:38.34% (-3.20%)

Analysis last updated: Tuesday, November 12, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BASF SE MEM
paramt-stat
ω0.080510.89
α0.179741.71
β0.7962270.56
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts