BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:32.80% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 21.23 | |
| 0.0297 | 14.80 | |
| 0.9183 | 433.17 | |
| 0.0639 | 14.44 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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