BASF SE MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
29.87%
increased by 1.95%
1 Week
29.68%
increased by 1.76%
1 Month
29.12%
increased by 1.20%
Analysis last updated: Thursday, May 21, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0256 | 9.73 | |
| 0.8434 | 135.29 | |
| 0.0985 | 22.80 | |
| 0.0147 | 3.25 | |
| 0.0252 | 4.06 | |
| 0.9694 | 127.60 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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