BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:21.12% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 21.16 | |
| 0.0293 | 14.48 | |
| 0.9183 | 430.30 | |
| 0.0643 | 14.47 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
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