BASF SE GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
31.83%
decreased by 1.15%
1 Week
31.65%
decreased by 1.33%
1 Month
31.00%
decreased by 1.98%
Analysis last updated: Friday, April 3, 2026 at 07:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 21.21 | |
| 0.0297 | 14.83 | |
| 0.9184 | 434.86 | |
| 0.0640 | 14.48 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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