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

V-Lab

BASF SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:20.73% (-0.29%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0670	6.27
$α$	0.0628	33.82
$β$	0.9884	488.83
$ν$	6.3114	6.59

Estimation Period:
Jan 2, 1990 to Sep 19, 2025