Sanei Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.59% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6306 | 3.22 | |
| 0.4530 | 2.87 | |
| 0.3016 | 2.53 | |
| -2.1990 | -2.49 | |
| 4.5525 | 3.33 | |
| -3.1478 | -2.85 | |
| 0.4124 | 0.35 | |
| 0.6692 | 0.68 |
Estimation Period:
Dec 25, 2020 to Feb 10, 2026
Dec 25, 2020 to Feb 10, 2026
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