V-Lab
V-Lab
BASF SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:22.08% (-0.60%)
Analysis last updated: Saturday, September 13, 2025 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BASF SE GJR-GARCH
paramt-stat
ω0.056221.05
α0.029414.51
β0.9187430.11
γ0.063714.30
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts