V-Lab
BASF SE AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:35.18% (-1.72%)
Analysis last updated: Tuesday, November 12, 2024 at 08:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 9.26 | |
| 0.0704 | 38.03 | |
| 0.9026 | 408.41 | |
| 0.7887 | 24.17 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024