Sigetronics Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.95% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0546 | 5.34 | |
| 0.0536 | 5.22 | |
| 0.9105 | 72.98 | |
| -0.0398 | -2.80 |
Estimation Period:
Aug 2, 2023 to Feb 13, 2026
Aug 2, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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