SG Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.21% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1844 | 7.20 | |
| 0.1566 | 5.96 | |
| 0.8110 | 57.52 | |
| 0.0555 | 0.93 |
Estimation Period:
Mar 21, 2017 to Feb 6, 2026
Mar 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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