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V-Lab

Sundrug Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.81% (+0.72%)
Analysis last updated: Friday, February 13, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sundrug Co Ltd SGARCH
paramt-stat
ω0.92924.03
α0.12164.50
β0.680811.98
γ10.07210.92
γ2-0.2230-1.95
γ30.27003.27
γ4-0.1980-2.48
γ50.06160.68
γ60.15551.61
γ7-0.2572-3.04
γ80.15472.41
γ9-0.0484-0.64
γ10-0.0129-0.15
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts