Macromill Embrain Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.81% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4992 | 3.86 | |
| 0.1534 | 2.75 | |
| 0.5980 | 6.24 | |
| -3.3319 | -1.32 | |
| 9.5809 | 2.21 | |
| -11.9716 | -2.64 | |
| 9.0741 | 2.29 | |
| -6.2372 | -2.07 | |
| 6.2756 | 1.99 | |
| -5.5400 | -2.02 | |
| 2.1137 | 0.79 | |
| 0.6555 | 0.26 |
Estimation Period:
Jul 1, 2020 to Feb 6, 2026
Jul 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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