Sig Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.49% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2438 | 7.69 | |
| 0.0808 | 9.60 | |
| 0.8826 | 98.72 | |
| 0.0156 | 0.95 |
Estimation Period:
Jun 21, 2018 to Feb 13, 2026
Jun 21, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sig Group Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities