BASF SE EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:24.77% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 14.95 | |
| 0.1317 | 36.56 | |
| 0.9776 | 1,048.95 | |
| -0.0613 | -19.16 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
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