Soneri Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.62% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1003 | 31.50 | |
| 0.2587 | 41.97 | |
| 0.5997 | 86.68 |
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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