SIG Group AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.11% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0202 | 1.98 | |
| 0.9899 | 47.77 | |
| -0.0202 | -1.98 | |
| 0.0000 | 0.00 | |
| 0.0934 | 0.01 | |
| 0.0000 | 0.00 |
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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