Exmar SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.84% (-7.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2525 | 3.63 | |
| 0.2908 | 21.30 | |
| 0.7070 | 49.84 | |
| 1.2197 | 1.66 | |
| -2.0282 | -1.90 | |
| 1.1333 | 1.42 | |
| -0.7590 | -0.96 | |
| 1.9856 | 2.85 | |
| -9.6916 | -8.60 | |
| 24.7363 | 7.96 | |
| -40.3044 | -4.20 | |
| 58.1157 | 3.78 |
Estimation Period:
Feb 18, 2013 to Feb 6, 2026
Feb 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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