SEM Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:157.95% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6229 | 3.62 | |
| 0.1532 | 1.40 | |
| 0.3990 | 1.79 | |
| 6.6178 | 1.74 | |
| -8.9757 | -1.55 | |
| 6.6241 | 1.44 | |
| -7.7347 | -1.54 | |
| 4.1917 | 0.99 | |
| -1.5036 | -0.48 | |
| 3.2064 | 1.08 | |
| -6.0294 | -1.71 | |
| 9.4723 | 1.95 | |
| -9.6872 | -1.98 |
Estimation Period:
Feb 14, 2020 to Feb 6, 2026
Feb 14, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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