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Bassac SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.53% (-3.85%)
Analysis last updated: Wednesday, February 11, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Bassac SA SGARCH
paramt-stat
ω0.47354.17
α0.30333.24
β0.33552.86
γ1-12.2503-2.64
γ215.91102.29
γ3-8.3913-1.95
γ413.37633.50
γ5-16.7519-4.06
γ611.32352.44
γ70.52310.13
γ8-10.4990-2.14
γ913.83611.38
Estimation Period:
Nov 1, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts