Erbud Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:118.42% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6996 | 3.01 | |
| 0.1558 | 3.38 | |
| 0.2602 | 1.17 | |
| 2.1485 | 0.93 | |
| -3.1684 | -1.03 | |
| 1.5374 | 0.93 | |
| -0.6085 | -0.33 | |
| 1.2748 | 0.61 | |
| -4.0660 | -1.88 | |
| 10.8329 | 3.80 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
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