BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:21.56% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 21.16 | |
| 0.0294 | 14.49 | |
| 0.9182 | 430.07 | |
| 0.0643 | 14.46 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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