EMSTEEL Building Materials PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.67% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5773 | 5.04 | |
| 0.1671 | 8.10 | |
| 0.6246 | 13.97 | |
| -0.1176 | -2.41 | |
| 0.2271 | 3.40 | |
| -0.2537 | -6.80 | |
| 0.2668 | 7.03 | |
| -0.2592 | -6.33 | |
| 0.2835 | 4.63 |
Estimation Period:
Jan 12, 2007 to Feb 13, 2026
Jan 12, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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