Basler Kantonalbank GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.75% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 13.96 | |
| 0.1145 | 24.13 | |
| 0.8979 | 231.01 | |
| -0.0249 | -4.39 |
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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