BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:32.05% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1222 | 5.71 | |
| 0.0692 | 8.28 | |
| 0.8984 | 77.81 | |
| 0.0487 | 3.00 | |
| -0.0892 | -3.68 | |
| 0.0730 | 4.92 | |
| -0.0556 | -4.54 | |
| 0.0443 | 3.67 | |
| -0.0319 | -3.69 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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