Siegfried Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.92% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0669 | 1.29 | |
| 0.0444 | 2.18 | |
| 0.4119 | 2.16 | |
| 0.5802 | 0.35 | |
| -0.5409 | -0.23 | |
| 0.0663 | 0.06 | |
| -0.4827 | -0.86 | |
| 0.7942 | 2.51 | |
| -0.9847 | -3.17 | |
| 1.0654 | 3.21 | |
| -0.6717 | -2.62 |
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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