BASF SE GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
23.45%
decreased by 0.70%
1 Week
23.59%
decreased by 0.56%
1 Month
24.06%
decreased by 0.09%
Analysis last updated: Tuesday, April 28, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 21.31 | |
| 0.0297 | 14.80 | |
| 0.9178 | 432.53 | |
| 0.0644 | 14.54 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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