Erbud Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.21% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4935 | 4.67 | |
| 0.1684 | 4.76 | |
| 0.4829 | 4.44 | |
| -0.6900 | -2.84 | |
| 1.0475 | 3.20 | |
| -0.6199 | -3.92 | |
| 0.3284 | 2.20 | |
| -0.0944 | -0.58 | |
| 0.2664 | 1.62 | |
| -0.4719 | -3.46 | |
| 0.2408 | 1.52 | |
| -0.0164 | -0.09 | |
| 0.0215 | 0.08 |
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Jun 19, 2007 to Feb 6, 2026
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