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V-Lab

Basler Kantonalbank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.50% (-2.91%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Basler Kantonalbank SGARCH
paramt-stat
ω2.31752.09
α0.20325.95
β0.780226.72
γ10.25273.55
γ2-0.2784-2.61
γ3-0.1692-1.91
γ40.41744.32
γ5-0.3384-3.47
γ60.23132.09
γ7-0.1378-1.17
γ8-0.0495-0.55
γ90.09371.24
γ10-0.0017-0.02
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts