Bassac SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.93% (-7.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0120 | 2.54 | |
| 0.1432 | 14.66 | |
| 0.9461 | 42.84 | |
| 2.8276 | 12.03 |
Estimation Period:
Nov 1, 2021 to Feb 6, 2026
Nov 1, 2021 to Feb 6, 2026
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