Sunlife Insurance Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.76% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9854 | 3.80 | |
| 0.1266 | 6.23 | |
| 0.8332 | 32.78 | |
| -0.2693 | -0.48 | |
| 0.7800 | 0.82 | |
| -1.0963 | -1.49 | |
| 1.4041 | 2.29 | |
| -1.9725 | -3.14 | |
| 2.4661 | 4.41 | |
| -2.6247 | -3.47 | |
| 2.2791 | 1.52 | |
| -0.9992 | -0.48 | |
| -0.4995 | -0.25 |
Estimation Period:
Feb 1, 2013 to Feb 5, 2026
Feb 1, 2013 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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