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

V-Lab

BASF SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:37.91% (-1.99%)

Analysis last updated: Thursday, April 17, 2025 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1288	6.02
$α$	0.0624	34.32
$β$	0.9890	495.99
$ν$	6.2739	6.67

Estimation Period:
Jan 2, 1990 to Apr 11, 2025