Soneri Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.25% (-4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3887 | 27.41 | |
| 0.4081 | 54.13 | |
| 0.8023 | 113.47 | |
| -0.0355 | -4.06 |
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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