Bassac SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.81% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4429 | 12.02 | |
| 0.4570 | 14.41 | |
| 0.7087 | 32.33 | |
| 0.0478 | 1.58 |
Estimation Period:
Nov 1, 2021 to Feb 13, 2026
Nov 1, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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