Sun Art Retail Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.33% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1139 | 10.72 | |
| 0.7838 | 60.83 | |
| -0.0331 | -2.89 | |
| 0.0100 | 1.34 | |
| 0.0256 | 3.23 | |
| 0.9744 | 122.31 |
Estimation Period:
Jul 27, 2011 to Feb 6, 2026
Jul 27, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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