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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	0.0258	9.84***
β GARCH Volatility persistence	0.8441	134.22***
γ leverage Additional response to negative shocks	0.0967	22.50***
λ₁ tau intercept Baseline long-term coefficient	0.0146	3.23***
λ₂ forecast adj. Forecast performance sensitivity	0.0249	4.03***
λ₃ tau persistence Long-term factor persistence	0.9696	127.52***

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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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