BASF SE EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
29.60%
increased by 0.67%
1 Week
29.55%
increased by 0.62%
1 Month
29.39%
increased by 0.46%
Analysis last updated: Saturday, May 16, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 15.06 | |
| 0.1312 | 36.93 | |
| 0.9777 | 1,055.85 | |
| -0.0612 | -19.38 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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