V-Lab: BASF SE MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:23.93% (-0.38%)

Analysis last updated: Tuesday, January 7, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0251	8.95
$β$	0.8463	136.23
$γ$	0.0958	21.47
$λ_{1}$	0.0151	3.10
$λ_{2}$	0.0265	3.78
$λ_{3}$	0.9677	112.66

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts