Suncity Synthetics Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.66% (-4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.9355 | 509,355,100.00 | |
| 0.1483 | 1,482,560.00 | |
| 0.8400 | 8,400,310.00 | |
| -168.0800 | -1,680,800,000.00 | |
| 366.4765 | 3,664,765,000.00 | |
| -215.6212 | -2,156,212,000.00 | |
| -75.6602 | -756,601,800.00 | |
| 138.5652 | 1,385,652,000.00 | |
| -55.3783 | -553,782,900.00 | |
| 10.2979 | 102,978,500.00 | |
| -0.8757 | -8,756,830.00 | |
| 0.5382 | 5,381,920.00 | |
| -0.5545 | -5,545,130.00 |
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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