BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.57%
decreased by 0.29%
1 Week
27.92%
increased by 0.06%
1 Month
29.02%
increased by 1.16%
Analysis last updated: Saturday, June 13, 2026 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1168 | 5.70 | |
| 0.0688 | 8.26 | |
| 0.8989 | 78.17 | |
| 0.0472 | 2.97 | |
| -0.0866 | -3.65 | |
| 0.0707 | 4.84 | |
| -0.0531 | -4.41 | |
| 0.0418 | 3.51 | |
| -0.0303 | -3.56 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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