SG Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.41% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5744 | 4.55 | |
| 0.1669 | 7.89 | |
| 0.7553 | 26.12 | |
| -0.0386 | -0.71 | |
| 0.1062 | 1.38 | |
| -0.1354 | -2.30 | |
| 0.0943 | 1.12 | |
| -0.0890 | -0.80 | |
| 0.1421 | 1.38 | |
| -0.1324 | -1.75 | |
| 0.0710 | 0.96 | |
| -0.0158 | -0.28 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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