SGH Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.63% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 7.19 | |
| 0.0986 | 18.15 | |
| 0.9825 | 554.43 | |
| -0.0500 | -11.57 |
Estimation Period:
Apr 30, 2010 to Feb 13, 2026
Apr 30, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities