Siegfried Holding Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.17% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0787 | 4.40 | |
| 0.0815 | 6.17 | |
| 0.9352 | 61.76 | |
| -0.0531 | -5.06 |
Estimation Period:
Oct 13, 2014 to Feb 6, 2026
Oct 13, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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