Sonata Software Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.56% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9784 | 9.03 | |
| 0.1113 | 7.13 | |
| 0.7265 | 20.47 | |
| 0.0286 | 2.86 | |
| -0.0398 | -2.76 | |
| 0.0243 | 2.64 | |
| -0.0173 | -2.46 |
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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