Sundrug Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.96% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8897 | 3.96 | |
| 0.1217 | 4.46 | |
| 0.6803 | 11.88 | |
| 0.0429 | 0.55 | |
| -0.1744 | -1.52 | |
| 0.2348 | 2.85 | |
| -0.1713 | -2.12 | |
| 0.0457 | 0.50 | |
| 0.1616 | 1.66 | |
| -0.2588 | -3.03 | |
| 0.1603 | 2.50 | |
| -0.0702 | -1.01 | |
| 0.0554 | 1.16 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
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