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V-Lab

SIG Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:29.44% (0.00%)
Analysis last updated: Saturday, January 24, 2026 at 11:40 PM UTC
Date Range:

from

to

6M ·

All

graph of SIG Group AG S0GARCH
paramt-stat
ω3.27422.85
α0.00000.00
β0.85441.06
γ1764.21781.04
γ2-825.2674-0.81
γ3-31.6138-0.08
γ4373.81931.71
γ5-728.4350-2.26
γ6758.36652.05
γ7-467.6538-1.80
γ8202.27781.58
Estimation Period:
May 2, 2025 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts