Skip to main content
V-Lab
V-Lab
BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:25.20% (-0.78%)
Analysis last updated: Sunday, December 14, 2025 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BASF SE GJR-GARCH
paramt-stat
ω0.056721.17
α0.029414.51
β0.9182430.28
γ0.064314.45
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts