Sovereign Diamonds Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.18% (+3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2218 | 22.79 | |
| 0.2490 | 32.70 | |
| 0.9080 | 227.46 | |
| 0.0274 | 2.51 |
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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