Sovereign Diamonds Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.63% (+7.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3597 | 2.47 | |
| 0.1451 | 6.08 | |
| 0.7285 | 15.57 | |
| -0.2676 | -1.44 | |
| 0.1712 | 0.70 | |
| 0.3534 | 3.06 | |
| -0.4548 | -4.50 | |
| 0.2434 | 3.41 |
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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