V-Lab: BASF SE GAS-GARCH Student T Volatility Analysis

V-Lab

BASF SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:23.65% (+2.79%)

Analysis last updated: Wednesday, June 25, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0704	6.16
$α$	0.0623	33.86
$β$	0.9886	488.92
$ν$	6.2689	6.60

Estimation Period:
Jan 2, 1990 to Jun 20, 2025