Energy Resources of Australia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:252.65% (-17.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4821 | 7.22 | |
| 0.1817 | 8.28 | |
| 0.6323 | 15.66 | |
| -0.0155 | -0.17 | |
| 0.0017 | 0.01 | |
| 0.0155 | 0.10 | |
| 0.0223 | 0.25 | |
| -0.0551 | -1.07 | |
| 0.0479 | 0.84 | |
| -0.0221 | -0.34 | |
| -0.0052 | -0.12 | |
| 0.1110 | 2.07 | |
| -0.1896 | -4.11 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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