Erex Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.61% (-21.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8878 | 4.44 | |
| 0.2036 | 2.86 | |
| 0.0210 | 0.21 | |
| -1.5426 | -3.03 | |
| 2.6593 | 3.80 | |
| -1.8788 | -3.70 | |
| 0.6231 | 0.64 |
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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