SDI Ltd AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
39.61%
decreased by 1.56%
1 Week
40.88%
decreased by 0.29%
1 Month
44.93%
increased by 3.76%
Analysis last updated: Thursday, May 21, 2026 at 05:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2731 | 13.47 | |
| 0.0996 | 40.64 | |
| 0.8762 | 334.43 | |
| 0.9221 | 8.19 |
Estimation Period:
Aug 8, 2001 to May 15, 2026
Aug 8, 2001 to May 15, 2026
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