Create Sd Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.33% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3951 | 5.45 | |
| 0.1440 | 5.17 | |
| 0.6846 | 10.75 | |
| -0.0194 | -0.29 | |
| -0.0431 | -0.42 | |
| 0.2068 | 2.75 | |
| -0.2617 | -3.45 | |
| 0.1718 | 2.59 | |
| -0.0960 | -1.81 | |
| 0.0724 | 2.04 |
Estimation Period:
Feb 13, 2004 to Feb 10, 2026
Feb 13, 2004 to Feb 10, 2026
News Impact Curve
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