Suncity Synthetics Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.95% (-3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8555 | 8,555,430.00 | |
| 0.0633 | 632,840.00 | |
| 0.8584 | 8,584,270.00 | |
| -137.6185 | -1,376,185,000.00 | |
| 337.5877 | 3,375,877,000.00 | |
| -303.7259 | -3,037,259,000.00 | |
| 115.8216 | 1,158,216,000.00 | |
| -17.6802 | -176,801,700.00 | |
| 9.5614 | 95,613,600.00 | |
| -6.7372 | -67,372,380.00 | |
| -0.1801 | -1,801,100.00 | |
| 6.9718 | 69,718,220.00 |
Estimation Period:
Oct 21, 1999 to Feb 6, 2026
Oct 21, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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