SG Group Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.48% (+6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0411 | 2.43 | |
| 0.8217 | 7.12 | |
| 0.0197 | 0.83 | |
| 10.0000 | 0.21 | |
| 0.7137 | 0.16 | |
| 0.0000 | 0.00 |
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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