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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1294	5.83***
α ARCH Response to squared shocks	0.0694	8.37***
β GARCH Volatility persistence	0.8974	77.54***

γ₁	0.0493	3.17***
γ₂	-0.0904	-3.89***
γ₃	0.0750	5.21***
γ₄	-0.0606	-5.00***
γ₅	0.0574	4.08***
γ₆	-0.0725	-3.01***

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BASF SE Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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