V-Lab: BASF SE MF2-GARCH Volatility Analysis

V-Lab

BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:25.15% (+0.16%)

Analysis last updated: Thursday, June 12, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0258	9.48
$β$	0.8423	133.02
$γ$	0.0985	22.29
$λ_{1}$	0.0146	3.15
$λ_{2}$	0.0253	3.97
$λ_{3}$	0.9692	123.61

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts