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Bassac SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.06% (-4.97%)
Analysis last updated: Wednesday, February 11, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Bassac SA S0GARCH
paramt-stat
ω0.73824.91
α0.31583.16
β0.35933.12
γ1-2.6813-1.05
γ20.60590.15
γ36.87532.63
γ4-9.9007-3.88
γ59.98292.98
γ6-7.7904-1.81
γ73.40151.00
Estimation Period:
Nov 1, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts