Sundrug Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.42% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 5.83 | |
| 0.0609 | 10.72 | |
| 0.9925 | 1,059.19 | |
| -0.0285 | -9.03 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sundrug Co Ltd Analyses
Other EGARCH Analyses on International Equities