BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:27.18% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1247 | 5.72 | |
| 0.0694 | 8.28 | |
| 0.8981 | 77.48 | |
| 0.0492 | 3.02 | |
| -0.0902 | -3.70 | |
| 0.0736 | 4.94 | |
| -0.0561 | -4.56 | |
| 0.0444 | 3.66 | |
| -0.0316 | -3.63 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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