Erbud Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.46% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5052 | 4.76 | |
| 0.1685 | 4.69 | |
| 0.4786 | 4.34 | |
| -0.6538 | -2.70 | |
| 0.9896 | 3.03 | |
| -0.5810 | -3.68 | |
| 0.2968 | 1.99 | |
| -0.0681 | -0.42 | |
| 0.2457 | 1.49 | |
| -0.4593 | -3.39 | |
| 0.2403 | 1.57 | |
| -0.0356 | -0.24 | |
| 0.0890 | 0.89 |
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Jun 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities