Erex Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.50% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2274 | 4.10 | |
| 0.0816 | 2.61 | |
| 0.2308 | 1.27 | |
| 0.0562 | 0.09 | |
| -0.6479 | -0.75 | |
| 1.4984 | 3.00 | |
| -1.5892 | -2.71 | |
| 1.1371 | 2.02 | |
| -0.7010 | -1.34 | |
| 0.2294 | 0.33 | |
| 0.2910 | 0.33 | |
| -1.0201 | -1.30 | |
| 1.2874 | 2.93 |
Estimation Period:
Dec 22, 2014 to Feb 13, 2026
Dec 22, 2014 to Feb 13, 2026
News Impact Curve
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