BASF SE GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.49%
decreased by 0.54%
1 Week
21.72%
decreased by 0.31%
1 Month
22.50%
increased by 0.47%
Analysis last updated: Friday, June 5, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 21.30 | |
| 0.0296 | 14.78 | |
| 0.9181 | 433.47 | |
| 0.0642 | 14.52 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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