SIG Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:43.81% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2855 | 2.42 | |
| 0.0000 | 0.00 | |
| 0.6931 | 6.00 | |
| 0.0249 | 0.91 |
Estimation Period:
May 2, 2025 to Jan 23, 2026
May 2, 2025 to Jan 23, 2026
News Impact Curve
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