Bassac SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.47% (+4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2639 | 12.03 | |
| 0.2824 | 4.35 | |
| 0.4562 | 12.73 | |
| -0.0219 | -0.27 |
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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