Sovereign Diamonds Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.62% (+4.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2455 | 16.23 | |
| 0.1296 | 30.37 | |
| 0.8449 | 172.53 |
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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