Summerset Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.17% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7638 | 14.25 | |
| 0.1421 | 5.21 | |
| 0.6650 | 11.61 | |
| -0.0023 | -3.16 |
Estimation Period:
Nov 1, 2011 to Feb 5, 2026
Nov 1, 2011 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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