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

V-Lab

BASF SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:40.63% (+0.45%)

Analysis last updated: Wednesday, April 16, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1387	5.76
$α$	0.0699	8.30
$β$	0.8975	76.97
$γ_{1}$	0.0540	3.09
$γ_{2}$	-0.0984	-3.76
$γ_{3}$	0.0808	5.11
$γ_{4}$	-0.0643	-4.85
$γ_{5}$	0.0536	4.10
$γ_{6}$	-0.0384	-4.01

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts