EKO Export SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.8336 | 508,336,000.00 | |
| 0.5200 | 5,199,650.00 | |
| 0.4794 | 4,793,990.00 | |
| 1.7582 | 17,581,730.00 | |
| -8.2953 | -82,952,630.00 | |
| 5.0133 | 50,133,040.00 | |
| 15.0025 | 150,024,900.00 | |
| 10.2657 | 102,657,400.00 | |
| -77.9523 | -779,522,600.00 | |
| 133.6500 | 1,336,500,000.00 | |
| -321.9351 | -3,219,351,000.00 | |
| 432.3236 | 4,323,236,000.00 |
Estimation Period:
Jul 15, 2009 to May 30, 2025
Jul 15, 2009 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other EKO Export SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities