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 Monday, December 1st, 2025:25.38% (-0.54%)

Analysis last updated: Sunday, November 30, 2025 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1277	5.73
$α$	0.0696	8.29
$β$	0.8977	77.23
$γ_{1}$	0.0502	3.04
$γ_{2}$	-0.0919	-3.72
$γ_{3}$	0.0751	4.98
$γ_{4}$	-0.0577	-4.62
$γ_{5}$	0.0460	3.74
$γ_{6}$	-0.0326	-3.68

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts