Bassac SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.06% (-4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7382 | 4.91 | |
| 0.3158 | 3.16 | |
| 0.3593 | 3.12 | |
| -2.6813 | -1.05 | |
| 0.6059 | 0.15 | |
| 6.8753 | 2.63 | |
| -9.9007 | -3.88 | |
| 9.9829 | 2.98 | |
| -7.7904 | -1.81 | |
| 3.4015 | 1.00 |
Estimation Period:
Nov 1, 2021 to Feb 6, 2026
Nov 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bassac SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities