BASF SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:22.30% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0256 | 9.49 | |
| 0.8419 | 133.48 | |
| 0.0993 | 22.69 | |
| 0.0150 | 3.22 | |
| 0.0254 | 4.00 | |
| 0.9689 | 123.92 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities