V-Lab: BASF SE MF2-GARCH Volatility Analysis

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BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:21.20% (-0.52%)

Analysis last updated: Sunday, November 30, 2025 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0257	9.56
$β$	0.8424	133.59
$γ$	0.0988	22.55
$λ_{1}$	0.0150	3.22
$λ_{2}$	0.0253	3.99
$λ_{3}$	0.9690	123.87

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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