Exmar Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.49% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8764 | 4.48 | |
| 0.2809 | 6.06 | |
| 0.5673 | 12.07 | |
| -0.0139 | -0.11 | |
| 0.2020 | 0.94 | |
| -0.4998 | -2.32 | |
| 0.4755 | 2.60 | |
| -0.1073 | -0.85 | |
| -0.1784 | -1.28 | |
| 0.2383 | 1.27 | |
| -0.1431 | -0.52 | |
| -0.1696 | -0.59 | |
| 0.3537 | 2.15 |
Estimation Period:
Jun 23, 2003 to Feb 6, 2026
Jun 23, 2003 to Feb 6, 2026
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