BASF SE GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
28.62%
increased by 1.46%
1 Week
28.54%
increased by 1.38%
1 Month
28.29%
increased by 1.13%
Analysis last updated: Thursday, May 21, 2026 at 06:43 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 | 14.74 | |
| 0.9184 | 434.64 | |
| 0.0642 | 14.55 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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