BASF SE GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.90%
decreased by 0.64%
1 Week
26.89%
decreased by 0.65%
1 Month
26.85%
decreased by 0.69%
Analysis last updated: Saturday, June 13, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 21.11 | |
| 0.0291 | 14.62 | |
| 0.9193 | 435.90 | |
| 0.0635 | 14.49 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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