Steel & Tube Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.80% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4000 | 5.43 | |
| 0.0718 | 5.73 | |
| 0.8431 | 26.51 | |
| -0.1664 | -3.69 | |
| 0.3518 | 5.37 | |
| -0.3105 | -6.60 | |
| 0.1691 | 3.87 | |
| 0.0122 | 0.34 | |
| -0.1816 | -5.14 | |
| 0.2516 | 4.82 | |
| -0.1952 | -3.28 | |
| 0.0818 | 1.82 | |
| -0.0123 | -0.48 |
Estimation Period:
Jan 2, 1990 to Feb 5, 2026
Jan 2, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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