Basler Kantonalbank MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.52% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3085 | 20.29 | |
| 0.2730 | 15.79 | |
| -0.0247 | -1.07 | |
| 0.0137 | 1.20 | |
| 0.5925 | 1.25 | |
| 0.4075 | 0.86 |
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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