Excel Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.46% (-6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0330 | 4.79 | |
| 0.1951 | 5.28 | |
| 0.6613 | 13.86 | |
| 0.1983 | 4.01 | |
| -0.3426 | -4.39 | |
| 0.2395 | 4.11 | |
| -0.2187 | -4.08 | |
| 0.2619 | 5.31 | |
| -0.2400 | -4.58 | |
| 0.1679 | 2.97 | |
| -0.1096 | -1.86 | |
| 0.0615 | 1.23 |
Estimation Period:
Sep 19, 1994 to Feb 6, 2026
Sep 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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