BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:29.96% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 21.23 | |
| 0.0297 | 14.78 | |
| 0.9183 | 433.56 | |
| 0.0640 | 14.48 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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