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

V-Lab

BASF SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:24.35% (-0.05%)

Analysis last updated: Thursday, June 19, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1432	5.87
$α$	0.0697	8.26
$β$	0.8969	76.25
$γ_{1}$	0.0538	3.17
$γ_{2}$	-0.0978	-3.85
$γ_{3}$	0.0796	5.16
$γ_{4}$	-0.0626	-4.85
$γ_{5}$	0.0514	4.02
$γ_{6}$	-0.0366	-3.92

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts