BASF SE GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
27.17%
decreased by 0.82%
1 Week
27.15%
decreased by 0.84%
1 Month
27.09%
decreased by 0.90%
Analysis last updated: Saturday, May 23, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 21.24 | |
| 0.0295 | 14.73 | |
| 0.9184 | 434.65 | |
| 0.0642 | 14.54 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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