Basler Kantonalbank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.25% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2493 | 2.12 | |
| 0.2021 | 5.95 | |
| 0.7809 | 26.82 | |
| 0.2492 | 3.52 | |
| -0.2772 | -2.61 | |
| -0.1595 | -1.79 | |
| 0.3996 | 4.11 | |
| -0.3190 | -3.25 | |
| 0.2154 | 1.96 | |
| -0.1254 | -1.08 | |
| -0.0618 | -0.71 | |
| 0.1124 | 1.66 | |
| -0.0406 | -0.77 |
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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