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

V-Lab

BASF SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 29th, 2025:23.09% (-0.10%)

Analysis last updated: Saturday, September 27, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1299	5.76
$α$	0.0700	8.31
$β$	0.8969	76.52
$γ_{1}$	0.0513	3.07
$γ_{2}$	-0.0936	-3.75
$γ_{3}$	0.0766	5.05
$γ_{4}$	-0.0595	-4.71
$γ_{5}$	0.0481	3.86
$γ_{6}$	-0.0342	-3.77

Estimation Period:
Jan 2, 1990 to Sep 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts