V-Lab: BASF SE Spline-GARCH Volatility Analysis

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BASF SE Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:22.17% (-0.71%)

Analysis last updated: Thursday, November 13, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1423	5.90
$α$	0.0709	8.49
$β$	0.8948	76.10
$γ_{1}$	0.0533	3.27
$γ_{2}$	-0.0975	-4.00
$γ_{3}$	0.0811	5.44
$γ_{4}$	-0.0676	-5.32
$γ_{5}$	0.0648	4.37
$γ_{6}$	-0.0773	-3.19

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts