SG Global Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.74% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5493 | 4.17 | |
| 0.1669 | 7.78 | |
| 0.7558 | 25.99 | |
| -0.0634 | -1.11 | |
| 0.1480 | 1.86 | |
| -0.1669 | -2.87 | |
| 0.1201 | 1.44 | |
| -0.1083 | -0.98 | |
| 0.1563 | 1.53 | |
| -0.1451 | -1.81 | |
| 0.0871 | 0.94 | |
| -0.0494 | -0.40 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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