Basis Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.62% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0690 | 6.06 | |
| 0.2043 | 5.07 | |
| 0.7750 | 41.17 | |
| -0.1508 | -3.69 |
Estimation Period:
Jun 24, 2021 to Feb 13, 2026
Jun 24, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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