Rex Trueform Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:85.01% (+33.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4741 | 3.28 | |
| 0.1835 | 3.46 | |
| 0.0686 | 0.80 | |
| 0.7015 | 0.55 | |
| -1.0068 | -0.55 | |
| 1.0313 | 0.79 | |
| -0.9672 | -0.85 | |
| 0.8871 | 0.75 | |
| -4.8725 | -2.85 | |
| 8.4304 | 3.35 | |
| -4.4954 | -1.25 | |
| 0.2140 | 0.05 | |
| -0.3336 | -0.11 |
Estimation Period:
Feb 28, 1990 to Sep 23, 2025
Feb 28, 1990 to Sep 23, 2025
News Impact Curve
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