V-Lab: BASF SE MF2-GARCH Volatility Analysis

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V-Lab

BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.01% (-1.71%)

Analysis last updated: Tuesday, April 30, 2024 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0228	7.91
$β$	0.8474	138.31
$γ$	0.0992	21.81
$λ_{1}$	0.0150	3.05
$λ_{2}$	0.0269	3.74
$λ_{3}$	0.9674	110.13

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts