BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:23.95% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 21.14 | |
| 0.0295 | 14.55 | |
| 0.9183 | 430.13 | |
| 0.0639 | 14.37 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
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