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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0256	9.76***
β GARCH Volatility persistence	0.8443	134.14***
γ leverage Additional response to negative shocks	0.0968	22.54***
λ₁ tau intercept Baseline long-term coefficient	0.0147	3.23***
λ₂ forecast adj. Forecast performance sensitivity	0.0250	4.01***
λ₃ tau persistence Long-term factor persistence	0.9694	126.32***

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BASF SE MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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