BASF SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.66% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0259 | 9.73 | |
| 0.8432 | 134.25 | |
| 0.0979 | 22.46 | |
| 0.0147 | 3.25 | |
| 0.0250 | 4.05 | |
| 0.9695 | 127.73 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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