Create Sd Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.20% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0850 | 12.80 | |
| 0.5425 | 20.47 | |
| 0.0981 | 7.88 | |
| 0.1850 | 0.56 | |
| 0.2539 | 0.70 | |
| 0.6967 | 1.49 |
Estimation Period:
Feb 13, 2004 to Feb 6, 2026
Feb 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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