BASF SE AGARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:31.79% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 10.14 | |
| 0.0713 | 39.24 | |
| 0.9013 | 415.15 | |
| 0.7760 | 24.83 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
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