Sappi Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.73% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4923 | 5.47 | |
| 0.1049 | 5.54 | |
| 0.7057 | 12.40 | |
| -0.2998 | -5.41 | |
| 0.4560 | 6.09 | |
| -0.2482 | -6.86 | |
| 0.2204 | 7.22 | |
| -0.3258 | -9.17 | |
| 0.4487 | 7.65 |
Estimation Period:
Jul 11, 2006 to Feb 6, 2026
Jul 11, 2006 to Feb 6, 2026
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