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V-Lab

Basler Kantonalbank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.25% (-2.33%)
Analysis last updated: Saturday, February 14, 2026 at 01:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Basler Kantonalbank S0GARCH
paramt-stat
ω2.24932.12
α0.20215.95
β0.780926.82
γ10.24923.52
γ2-0.2772-2.61
γ3-0.1595-1.79
γ40.39964.11
γ5-0.3190-3.25
γ60.21541.96
γ7-0.1254-1.08
γ8-0.0618-0.71
γ90.11241.66
γ10-0.0406-0.77
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts