BASF SE GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
29.64%
increased by 1.34%
1 Week
29.60%
increased by 1.30%
1 Month
29.46%
increased by 1.16%
Analysis last updated: Thursday, May 21, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0955 | 6.34 | |
| 0.0622 | 34.16 | |
| 0.9886 | 503.38 | |
| 6.3647 | 6.58 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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