Soneri Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.43% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7112 | 5.09 | |
| 0.2370 | 11.03 | |
| 0.5835 | 19.22 | |
| 0.0818 | 0.88 | |
| -0.1130 | -0.72 | |
| 0.0804 | 0.69 | |
| -0.0687 | -0.86 | |
| 0.0320 | 0.50 | |
| -0.0859 | -1.38 | |
| 0.1911 | 3.20 | |
| -0.2242 | -3.64 | |
| 0.1998 | 3.02 | |
| -0.1378 | -2.41 |
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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