Sonic Healthcare Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.61% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6041 | 8.06 | |
| 0.1442 | 5.89 | |
| 0.5717 | 11.12 | |
| 0.0217 | 0.48 | |
| -0.0415 | -0.62 | |
| 0.0575 | 1.20 | |
| -0.0125 | -0.22 | |
| -0.1176 | -1.51 | |
| 0.1834 | 2.33 | |
| -0.1757 | -2.69 | |
| 0.1962 | 3.52 | |
| -0.1993 | -3.72 | |
| 0.1540 | 1.35 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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