Sovereign Diamonds Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.91% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1573 | 25.27 | |
| 0.7609 | 72.05 | |
| -0.0327 | -5.36 | |
| 0.0130 | 1.99 | |
| 0.0101 | 4.30 | |
| 0.9886 | 310.87 |
Estimation Period:
May 13, 2013 to Feb 13, 2026
May 13, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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