Sungold Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.77% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9169 | 6.50 | |
| 0.2309 | 10.31 | |
| 0.6623 | 18.24 | |
| 0.1469 | 1.37 | |
| -0.1180 | -0.69 | |
| -0.0797 | -0.59 | |
| -0.0837 | -0.53 | |
| 0.5676 | 3.44 | |
| -0.8250 | -4.88 | |
| 0.7036 | 3.43 |
Estimation Period:
Jul 22, 2003 to Feb 6, 2026
Jul 22, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sungold Capital Ltd Analyses
Other Spline-GARCH Analyses on International Equities