Sonata Software Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.41% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6139 | 18.05 | |
| 0.0695 | 17.21 | |
| 0.8427 | 163.91 | |
| 0.0674 | 7.26 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sonata Software Ltd Analyses
Other GJR-GARCH Analyses on International Equities