BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:25.45% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1265 | 5.73 | |
| 0.0694 | 8.27 | |
| 0.8980 | 77.39 | |
| 0.0498 | 3.03 | |
| -0.0911 | -3.71 | |
| 0.0744 | 4.96 | |
| -0.0570 | -4.59 | |
| 0.0453 | 3.70 | |
| -0.0322 | -3.65 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
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