BASF SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:22.01% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0256 | 9.49 | |
| 0.8422 | 133.70 | |
| 0.0991 | 22.66 | |
| 0.0149 | 3.22 | |
| 0.0253 | 4.01 | |
| 0.9690 | 124.42 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
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