SDI Ltd GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.07%
decreased by 1.45%
1 Week
42.94%
decreased by 0.58%
1 Month
45.85%
increased by 2.33%
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 | |
|---|---|---|
| 0.2885 | 12.25 | |
| 0.0857 | 33.49 | |
| 0.8945 | 275.91 |
Estimation Period:
Aug 8, 2001 to May 15, 2026
Aug 8, 2001 to May 15, 2026
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