Sundrop Brands Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.15% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5780 | 9.58 | |
| 0.0986 | 5.86 | |
| 0.7847 | 18.68 | |
| -0.0039 | -0.27 | |
| 0.0237 | 1.08 | |
| -0.0659 | -4.17 | |
| 0.1013 | 6.33 | |
| -0.0798 | -3.86 | |
| 0.0299 | 1.67 |
Estimation Period:
Sep 16, 1994 to Feb 6, 2026
Sep 16, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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