Erex Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.28% (+40.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8747 | 4.46 | |
| 0.1983 | 2.70 | |
| 0.0069 | 0.08 | |
| -1.6143 | -3.18 | |
| 2.8255 | 4.05 | |
| -2.1748 | -5.40 | |
| 1.4010 | 4.92 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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