Basler Aktiengesellschaft GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.71% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4187 | 20.91 | |
| 0.0888 | 18.37 | |
| 0.8617 | 210.80 | |
| 0.0425 | 4.77 |
Estimation Period:
Mar 24, 1999 to Feb 13, 2026
Mar 24, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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