Sunonwealth Elec Machine Ind GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.17% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 17.39 | |
| 0.0495 | 30.13 | |
| 0.9445 | 548.80 |
Estimation Period:
Feb 7, 2001 to Feb 6, 2026
Feb 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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