SIG Group AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.21% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7094 | 23.93 | |
| 1.2287 | 13.78 | |
| 0.0883 | 2.57 | |
| -0.6366 | -12.95 |
Estimation Period:
May 14, 2025 to Feb 6, 2026
May 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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