V-Lab: BASF SE GJR-GARCH Volatility Analysis

V-Lab

BASF SE GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:31.43% (-0.93%)

Analysis last updated: Tuesday, April 29, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0551	20.71
$α$	0.0291	14.29
$β$	0.9197	428.97
$γ$	0.0634	14.27

Estimation Period:
Jan 2, 1990 to Apr 25, 2025

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Volatility Forecasts

Volatility Forecasts