Sonata Software Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.63% (+13.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1450 | 19.07 | |
| 0.1892 | 27.81 | |
| 0.9430 | 305.39 | |
| -0.0270 | -5.41 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
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