SDI Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
56.37%
decreased by 1.37%
1 Week
57.99%
increased by 0.25%
1 Month
61.58%
increased by 3.84%
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 | |
|---|---|---|
| 1.7479 | 6.46 | |
| 0.0743 | 5.53 | |
| 0.8358 | 22.54 | |
| 0.2625 | 4.90 | |
| -0.2389 | -3.02 | |
| -0.1664 | -2.50 | |
| 0.2284 | 3.20 | |
| -0.1561 | -1.82 | |
| 0.1325 | 1.20 | |
| 0.0511 | 0.23 |
Estimation Period:
Aug 8, 2001 to May 15, 2026
Aug 8, 2001 to May 15, 2026
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