Sundrug Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.81% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9292 | 4.03 | |
| 0.1216 | 4.50 | |
| 0.6808 | 11.98 | |
| 0.0721 | 0.92 | |
| -0.2230 | -1.95 | |
| 0.2700 | 3.27 | |
| -0.1980 | -2.48 | |
| 0.0616 | 0.68 | |
| 0.1555 | 1.61 | |
| -0.2572 | -3.04 | |
| 0.1547 | 2.41 | |
| -0.0484 | -0.64 | |
| -0.0129 | -0.15 |
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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