V-Lab: BASF SE GJR-GARCH Volatility Analysis

V-Lab

BASF SE GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:19.72% (-0.10%)

Analysis last updated: Tuesday, October 7, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0566	21.16
$α$	0.0297	14.61
$β$	0.9182	429.46
$γ$	0.0638	14.32

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

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Volatility Forecasts

Volatility Forecasts