SIG Group AG EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:34.82% (-10.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0828 | 7.44 | |
| 0.2654 | 7.15 | |
| 0.4740 | 12.33 | |
| -0.5553 | -11.53 |
Estimation Period:
May 2, 2025 to Jan 23, 2026
May 2, 2025 to Jan 23, 2026
News Impact Curve
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