AECI Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.53% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8726 | 5.58 | |
| 0.0697 | 5.97 | |
| 0.8577 | 30.84 | |
| -0.0301 | -0.76 | |
| 0.0628 | 1.14 | |
| -0.1186 | -2.62 | |
| 0.1773 | 3.61 | |
| -0.1617 | -3.47 | |
| 0.1241 | 3.19 | |
| -0.0721 | -2.26 | |
| 0.0259 | 0.85 | |
| -0.0143 | -0.60 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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