Sonata Software Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.95% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0736 | 20.19 | |
| 0.7303 | 67.36 | |
| 0.0710 | 6.70 | |
| 0.0071 | 0.85 | |
| 0.0032 | 2.48 | |
| 0.9959 | 493.77 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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