BASF SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:30.39% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0258 | 9.75 | |
| 0.8432 | 134.78 | |
| 0.0984 | 22.71 | |
| 0.0147 | 3.25 | |
| 0.0252 | 4.06 | |
| 0.9694 | 127.53 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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