Soneri Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.37% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1156 | 33.13 | |
| 0.2750 | 42.77 | |
| 0.5811 | 81.66 | |
| 0.3206 | 6.10 |
Estimation Period:
Aug 9, 1994 to Feb 6, 2026
Aug 9, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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