Skip to main content
V-Lab

BASF SE GARCH Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

23.86%

decreased by 0.23%

1 Week

23.98%

decreased by 0.11%

1 Month

24.37%

increased by 0.28%

Analysis last updated: Friday, August 7, 2026 at 06:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BASF SE GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 40 trading days, meaning a shock loses half its impact after approximately 40 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0497
20.80***
α

ARCH

Response to squared shocks

0.0636
34.73***
β

GARCH

Volatility persistence

0.9192
423.60***

Persistence:

0.983

Half-life:

40 days