Sovereign Diamonds Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.73% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2530 | 16.21 | |
| 0.1331 | 31.17 | |
| 0.8406 | 171.80 | |
| 0.0540 | 1.24 |
Estimation Period:
May 13, 2013 to Feb 6, 2026
May 13, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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