Exxaro Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.70% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4585 | 5.20 | |
| 0.0595 | 5.70 | |
| 0.8945 | 41.84 | |
| 0.1402 | 3.14 | |
| -0.2498 | -3.87 | |
| 0.2058 | 4.87 | |
| -0.1344 | -3.63 | |
| 0.0199 | 0.57 | |
| 0.0363 | 1.45 |
Estimation Period:
Nov 26, 2001 to Feb 6, 2026
Nov 26, 2001 to Feb 6, 2026
News Impact Curve
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