V-Lab: BASF SE MF2-GARCH Volatility Analysis

V-Lab

BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:27.84% (-0.09%)

Analysis last updated: Wednesday, July 16, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0258	9.49
$β$	0.8423	133.24
$γ$	0.0985	22.29
$λ_{1}$	0.0145	3.15
$λ_{2}$	0.0253	3.98
$λ_{3}$	0.9693	124.30

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts