V-Lab: BASF SE MF2-GARCH Volatility Analysis

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BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:24.38% (-1.01%)

Analysis last updated: Friday, November 7, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0260	9.67
$β$	0.8429	133.45
$γ$	0.0981	22.36
$λ_{1}$	0.0149	3.21
$λ_{2}$	0.0253	3.96
$λ_{3}$	0.9691	123.12

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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