Sahana System Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.80% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0513 | 0.15 | |
| 0.2910 | 0.75 | |
| -0.0513 | -0.14 | |
| 2.9795 | 0.04 | |
| 0.3015 | 0.04 | |
| 0.4208 | 0.03 |
Estimation Period:
Jun 12, 2023 to Feb 6, 2026
Jun 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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