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 Thursday, November 6th, 2025:27.64% (+1.89%)

Analysis last updated: Thursday, November 6, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1289	5.74
$α$	0.0698	8.30
$β$	0.8974	76.98
$γ_{1}$	0.0506	3.05
$γ_{2}$	-0.0925	-3.73
$γ_{3}$	0.0756	5.00
$γ_{4}$	-0.0583	-4.65
$γ_{5}$	0.0467	3.77
$γ_{6}$	-0.0331	-3.70

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts