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

V-Lab

BASF SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:27.94% (-0.47%)

Analysis last updated: Saturday, August 30, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0924	6.19
$α$	0.0622	33.93
$β$	0.9887	497.11
$ν$	6.3134	6.60

Estimation Period:
Jan 2, 1990 to Aug 29, 2025