BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
32.35%
increased by 2.42%
1 Week
32.38%
increased by 2.45%
1 Month
32.48%
increased by 2.55%
Analysis last updated: Tuesday, May 12, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1185 | 5.71 | |
| 0.0691 | 8.29 | |
| 0.8985 | 77.99 | |
| 0.0477 | 2.98 | |
| -0.0876 | -3.66 | |
| 0.0715 | 4.87 | |
| -0.0541 | -4.46 | |
| 0.0428 | 3.58 | |
| -0.0310 | -3.63 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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