Spice Islands Industries Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.75% (-6.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1891 | 26.23 | |
| 0.6538 | 41.53 | |
| -0.0218 | -3.11 | |
| 0.1320 | 2.03 | |
| 0.0999 | 2.57 | |
| 0.8920 | 20.96 |
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Jul 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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