BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
29.47%
increased by 0.78%
1 Week
29.70%
increased by 1.01%
1 Month
30.44%
increased by 1.75%
Analysis last updated: Thursday, May 21, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1189 | 5.71 | |
| 0.0691 | 8.29 | |
| 0.8985 | 78.02 | |
| 0.0476 | 2.99 | |
| -0.0874 | -3.66 | |
| 0.0714 | 4.86 | |
| -0.0539 | -4.45 | |
| 0.0426 | 3.57 | |
| -0.0310 | -3.63 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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