SDI Ltd EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
25.66%
decreased by 0.42%
1 Week
26.06%
decreased by 0.02%
1 Month
27.68%
increased by 1.60%
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 | |
|---|---|---|
| 0.0185 | 3.38 | |
| 0.0688 | 19.57 | |
| 0.9965 | 764.18 | |
| -0.0341 | -8.03 |
Estimation Period:
Aug 8, 2001 to May 15, 2026
Aug 8, 2001 to May 15, 2026
Other EGARCH Analyses on International Equities