Soneri Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.14% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8182 | 5.36 | |
| 0.2389 | 10.93 | |
| 0.5795 | 18.90 | |
| 0.1196 | 1.32 | |
| -0.1738 | -1.14 | |
| 0.1239 | 1.08 | |
| -0.1074 | -1.35 | |
| 0.0656 | 1.02 | |
| -0.1148 | -1.83 | |
| 0.2184 | 3.63 | |
| -0.2565 | -3.85 | |
| 0.2533 | 2.48 | |
| -0.2683 | -1.26 |
Estimation Period:
Aug 9, 1994 to Feb 6, 2026
Aug 9, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Soneri Bank Ltd Analyses
Other Spline-GARCH Analyses on International Equities