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

V-Lab

BASF SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:29.95% (-0.48%)

Analysis last updated: Wednesday, July 16, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1326	5.78
$α$	0.0699	8.29
$β$	0.8969	76.51
$γ_{1}$	0.0525	3.10
$γ_{2}$	-0.0959	-3.78
$γ_{3}$	0.0786	5.11
$γ_{4}$	-0.0619	-4.82
$γ_{5}$	0.0510	4.02
$γ_{6}$	-0.0366	-3.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts