V-Lab: BASF SE MF2-GARCH Volatility Analysis

V-Lab

BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:27.85% (-0.20%)

Analysis last updated: Saturday, August 30, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0254	9.40
$β$	0.8429	134.10
$γ$	0.0986	22.43
$λ_{1}$	0.0144	3.17
$λ_{2}$	0.0252	4.00
$λ_{3}$	0.9695	125.64

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts