BASF SE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:33.55% (+4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1367 | 5.86 | |
| 0.0704 | 8.47 | |
| 0.8957 | 76.76 | |
| 0.0514 | 3.23 | |
| -0.0941 | -3.95 | |
| 0.0780 | 5.32 | |
| -0.0638 | -5.14 | |
| 0.0602 | 4.17 | |
| -0.0709 | -2.99 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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