Basler Kantonalbank EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.81% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 4.19 | |
| 0.2770 | 26.76 | |
| 0.9591 | 289.42 | |
| -0.0042 | -0.84 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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