V-Lab: BASF SE MF2-GARCH Volatility Analysis

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BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:22.02% (-0.70%)

Analysis last updated: Thursday, November 13, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0259	9.63
$β$	0.8429	133.77
$γ$	0.0982	22.40
$λ_{1}$	0.0148	3.22
$λ_{2}$	0.0252	3.98
$λ_{3}$	0.9692	124.27

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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