Eternit Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.96% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1152 | 6.09 | |
| 0.2046 | 8.00 | |
| 0.6283 | 18.75 | |
| -0.0033 | -0.09 | |
| 0.1018 | 1.86 | |
| -0.1643 | -3.69 | |
| 0.0947 | 2.11 | |
| 0.0223 | 0.55 | |
| -0.1366 | -3.60 | |
| 0.0223 | 0.41 |
Estimation Period:
Jun 6, 1994 to Feb 6, 2026
Jun 6, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities