Basler Kantonalbank AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.05% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 11.64 | |
| 0.1470 | 25.08 | |
| 0.8791 | 220.04 | |
| -0.0252 | -2.00 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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