BASF SE MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.96%
decreased by 1.08%
1 Week
27.84%
decreased by 1.20%
1 Month
27.68%
decreased by 1.36%
Analysis last updated: Saturday, June 13, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0256 | 9.72 | |
| 0.8436 | 134.83 | |
| 0.0978 | 22.70 | |
| 0.0147 | 3.24 | |
| 0.0251 | 4.05 | |
| 0.9695 | 127.56 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other MF2-GARCH Analyses on International Equities