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

V-Lab

BASF SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:25.91% (-1.06%)

Analysis last updated: Saturday, May 31, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0861	6.12
$α$	0.0621	33.99
$β$	0.9887	492.40
$ν$	6.2702	6.61

Estimation Period:
Jan 2, 1990 to May 30, 2025