Sonata Software Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.44% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6122 | 13.99 | |
| 0.1125 | 7.16 | |
| 0.7436 | 22.78 | |
| 0.0032 | 3.95 |
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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