BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:24.68% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 21.19 | |
| 0.0296 | 14.56 | |
| 0.9181 | 429.61 | |
| 0.0642 | 14.41 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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