V-Lab: BASF SE MF2-GARCH Volatility Analysis

V-Lab

BASF SE MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:41.51% (-1.56%)

Analysis last updated: Wednesday, April 16, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0252	9.24
$β$	0.8426	132.78
$γ$	0.0989	22.24
$λ_{1}$	0.0146	3.09
$λ_{2}$	0.0260	3.91
$λ_{3}$	0.9687	119.54

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts