Ernest Borel Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:29.29% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3735 | 3.57 | |
| 0.3083 | 5.21 | |
| 0.4085 | 4.65 | |
| 4.4429 | 2.61 | |
| -6.5077 | -2.69 | |
| 2.7467 | 1.90 | |
| 0.7365 | 0.45 | |
| -3.3698 | -1.41 | |
| 3.9156 | 1.30 | |
| -6.0526 | -1.98 | |
| 10.2013 | 5.16 | |
| -10.1339 | -5.62 | |
| 2.9166 | 0.88 |
Estimation Period:
Jul 11, 2014 to Jan 30, 2026
Jul 11, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Ernest Borel Holdings Ltd Analyses
Other Spline-GARCH Analyses on International Equities