Sovereign Diamonds Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.12% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3581 | 2.48 | |
| 0.1436 | 6.14 | |
| 0.7294 | 15.43 | |
| -0.2681 | -1.45 | |
| 0.1699 | 0.69 | |
| 0.3604 | 3.00 | |
| -0.4722 | -3.73 | |
| 0.2889 | 1.44 |
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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