Bassac SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.77% (-5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2963 | 12.90 | |
| 0.2749 | 9.52 | |
| 0.4453 | 13.14 | |
| 0.0287 | 0.29 |
Estimation Period:
Nov 1, 2021 to Feb 6, 2026
Nov 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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