Exmar Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.33% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8811 | 4.38 | |
| 0.2861 | 6.21 | |
| 0.5705 | 12.79 | |
| -0.0345 | -0.27 | |
| 0.2399 | 1.10 | |
| -0.5338 | -2.47 | |
| 0.5048 | 2.75 | |
| -0.1244 | -0.97 | |
| -0.1798 | -1.29 | |
| 0.2604 | 1.42 | |
| -0.1918 | -0.75 | |
| -0.0736 | -0.29 | |
| 0.1215 | 0.27 |
Estimation Period:
Jun 23, 2003 to Feb 6, 2026
Jun 23, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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