Sundrug Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.02% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1830 | 10.08 | |
| 0.0978 | 22.06 | |
| 0.8726 | 146.32 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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