BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:24.70% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 21.21 | |
| 0.0296 | 14.76 | |
| 0.9185 | 433.04 | |
| 0.0637 | 14.40 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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