Eternit Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.57% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8926 | 4.83 | |
| 0.2035 | 7.84 | |
| 0.6173 | 17.36 | |
| -0.0785 | -0.91 | |
| 0.1610 | 1.32 | |
| 0.0175 | 0.23 | |
| -0.2242 | -2.85 | |
| 0.1756 | 2.33 | |
| -0.0429 | -0.45 | |
| 0.0495 | 0.43 | |
| -0.0872 | -0.83 | |
| -0.1345 | -1.57 | |
| 0.2851 | 5.58 |
Estimation Period:
Jun 6, 1994 to Feb 6, 2026
Jun 6, 1994 to Feb 6, 2026
News Impact Curve
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