SIG Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.72% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7578 | 2.58 | |
| 0.1471 | 1.64 | |
| 0.0000 | 0.00 | |
| 80.8700 | 2.04 | |
| -148.7602 | -2.27 | |
| 93.4654 | 2.27 |
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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