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

V-Lab

BASF SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:27.80% (-0.80%)

Analysis last updated: Sunday, May 11, 2025 at 03:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0917	6.09
$α$	0.0623	33.96
$β$	0.9887	489.95
$ν$	6.2563	6.64

Estimation Period:
Jan 2, 1990 to May 9, 2025