V-Lab: BASF SE GJR-GARCH Volatility Analysis

V-Lab

BASF SE GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:26.73% (+0.68%)

Analysis last updated: Sunday, July 13, 2025 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0560	21.01
$α$	0.0294	14.46
$β$	0.9189	430.00
$γ$	0.0635	14.25

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts