Sovereign Diamonds Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.50% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2510 | 16.53 | |
| 0.1435 | 11.75 | |
| 0.8433 | 173.99 | |
| -0.0259 | -1.35 |
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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