BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:32.76% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1258 | 5.73 | |
| 0.0695 | 8.28 | |
| 0.8979 | 77.32 | |
| 0.0495 | 3.02 | |
| -0.0906 | -3.70 | |
| 0.0740 | 4.95 | |
| -0.0566 | -4.58 | |
| 0.0449 | 3.69 | |
| -0.0320 | -3.67 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
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