Sundrug Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.86% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6736 | 6.59 | |
| 0.0549 | 62.07 | |
| 0.9928 | 927.88 | |
| 3.6487 | 35.48 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
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