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

V-Lab

BASF SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:34.65% (-0.41%)

Analysis last updated: Saturday, August 9, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1136	6.14
$α$	0.0623	34.00
$β$	0.9888	498.91
$ν$	6.3052	6.64

Estimation Period:
Jan 2, 1990 to Aug 8, 2025