SomnoMed Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.75% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8493 | 6.28 | |
| 0.1217 | 4.30 | |
| 0.6507 | 8.69 | |
| -0.3312 | -2.22 | |
| 0.1425 | 0.66 | |
| 0.5048 | 3.96 | |
| -0.6064 | -4.83 | |
| 0.5903 | 4.22 | |
| -0.3917 | -2.86 | |
| -0.0031 | -0.02 | |
| 0.4480 | 2.81 | |
| -1.2584 | -4.38 |
Estimation Period:
Aug 27, 2004 to Feb 6, 2026
Aug 27, 2004 to Feb 6, 2026
News Impact Curve
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