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V-Lab

Sundrug Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.96% (-0.57%)
Analysis last updated: Wednesday, February 11, 2026 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sundrug Co Ltd S0GARCH
paramt-stat
ω0.88973.96
α0.12174.46
β0.680311.88
γ10.04290.55
γ2-0.1744-1.52
γ30.23482.85
γ4-0.1713-2.12
γ50.04570.50
γ60.16161.66
γ7-0.2588-3.03
γ80.16032.50
γ9-0.0702-1.01
γ100.05541.16
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts