Sundrug Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.90% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1305 | 14.33 | |
| 0.5574 | 31.04 | |
| 0.0081 | 0.61 | |
| 0.0075 | 0.73 | |
| 0.0103 | 1.42 | |
| 0.9881 | 109.35 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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