Bassac SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.53% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4735 | 4.17 | |
| 0.3033 | 3.24 | |
| 0.3355 | 2.86 | |
| -12.2503 | -2.64 | |
| 15.9110 | 2.29 | |
| -8.3913 | -1.95 | |
| 13.3763 | 3.50 | |
| -16.7519 | -4.06 | |
| 11.3235 | 2.44 | |
| 0.5231 | 0.13 | |
| -10.4990 | -2.14 | |
| 13.8361 | 1.38 |
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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