BASF SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:22.69% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0256 | 9.54 | |
| 0.8417 | 133.45 | |
| 0.0993 | 22.73 | |
| 0.0149 | 3.22 | |
| 0.0253 | 4.03 | |
| 0.9691 | 125.54 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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