Sanei Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.58% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2531 | 12.80 | |
| 0.5204 | 21.92 | |
| 0.7942 | 57.69 | |
| 0.1330 | 7.16 |
Estimation Period:
Dec 25, 2020 to Feb 6, 2026
Dec 25, 2020 to Feb 6, 2026
News Impact Curve
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