Basler Kantonalbank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.50% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3175 | 2.09 | |
| 0.2032 | 5.95 | |
| 0.7802 | 26.72 | |
| 0.2527 | 3.55 | |
| -0.2784 | -2.61 | |
| -0.1692 | -1.91 | |
| 0.4174 | 4.32 | |
| -0.3384 | -3.47 | |
| 0.2313 | 2.09 | |
| -0.1378 | -1.17 | |
| -0.0495 | -0.55 | |
| 0.0937 | 1.24 | |
| -0.0017 | -0.02 |
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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