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

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V-Lab

BASF SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:32.48% (+2.40%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0687	6.13
$α$	0.0622	33.61
$β$	0.9887	488.24
$ν$	6	6.54

Estimation Period:
Jan 2, 1990 to Feb 28, 2025