SIG Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.74% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2634 | 15.67 | |
| 0.4374 | 8.81 | |
| 0.0000 | 0.00 | |
| 1.0000 | 1.52 |
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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