V-Lab: BASF SE MF2-GARCH Volatility Analysis

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BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:25.81% (-0.85%)

Analysis last updated: Friday, October 17, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0260	9.69
$β$	0.8432	134.15
$γ$	0.0980	22.36
$λ_{1}$	0.0148	3.22
$λ_{2}$	0.0251	3.98
$λ_{3}$	0.9694	124.89

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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