Macromill Embrain Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.21% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6221 | 4.40 | |
| 0.1600 | 2.76 | |
| 0.5520 | 5.62 | |
| -2.6875 | -1.13 | |
| 8.7204 | 2.12 | |
| -11.6157 | -2.68 | |
| 8.8141 | 2.31 | |
| -5.9755 | -2.04 | |
| 5.8276 | 1.90 | |
| -4.5525 | -1.66 | |
| -0.2246 | -0.07 | |
| 7.4911 | 1.56 |
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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