V-Lab: BASF SE Zero Slope Spline-GARCH Volatility Analysis

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BASF SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:27.03% (-0.01%)

Analysis last updated: Friday, October 17, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1300	5.76
$α$	0.0700	8.31
$β$	0.8970	76.67
$γ_{1}$	0.0511	3.06
$γ_{2}$	-0.0933	-3.74
$γ_{3}$	0.0763	5.03
$γ_{4}$	-0.0591	-4.69
$γ_{5}$	0.0475	3.82
$γ_{6}$	-0.0337	-3.74

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts