V-Lab: BASF SE MF2-GARCH Volatility Analysis

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V-Lab

BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:36.93% (-1.81%)

Analysis last updated: Tuesday, November 12, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0244	8.65
$β$	0.8473	136.01
$γ$	0.0962	21.41
$λ_{1}$	0.0153	3.06
$λ_{2}$	0.0271	3.72
$λ_{3}$	0.9671	108.85

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts