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

V-Lab

BASF SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:28.10% (-0.42%)

Analysis last updated: Saturday, August 30, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1406	5.88
$α$	0.0692	8.23
$β$	0.8975	76.51
$γ_{1}$	0.0528	3.17
$γ_{2}$	-0.0959	-3.85
$γ_{3}$	0.0779	5.14
$γ_{4}$	-0.0609	-4.82
$γ_{5}$	0.0500	4.00
$γ_{6}$	-0.0359	-3.95

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts