BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:25.17% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1265 | 5.73 | |
| 0.0694 | 8.28 | |
| 0.8980 | 77.42 | |
| 0.0496 | 3.02 | |
| -0.0908 | -3.70 | |
| 0.0741 | 4.95 | |
| -0.0566 | -4.57 | |
| 0.0448 | 3.67 | |
| -0.0317 | -3.61 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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