V-Lab: BASF SE GJR-GARCH Volatility Analysis

V-Lab

BASF SE GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:47.83% (-0.87%)

Analysis last updated: Tuesday, April 8, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0546	20.60
$α$	0.0290	14.24
$β$	0.9199	430.07
$γ$	0.0637	14.33

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts