Create Sd Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.38% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4011 | 5.46 | |
| 0.1438 | 5.17 | |
| 0.6846 | 10.74 | |
| -0.0167 | -0.25 | |
| -0.0480 | -0.47 | |
| 0.2108 | 2.80 | |
| -0.2650 | -3.48 | |
| 0.1738 | 2.57 | |
| -0.0958 | -1.60 | |
| 0.0668 | 0.89 |
Estimation Period:
Feb 13, 2004 to Feb 13, 2026
Feb 13, 2004 to Feb 13, 2026
News Impact Curve
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