Sig Group Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.74% (-6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2085 | 16.17 | |
| 0.6599 | 45.27 | |
| -0.0792 | -6.06 | |
| 0.9704 | 0.70 | |
| 0.2203 | 0.58 | |
| 0.6235 | 1.00 |
Estimation Period:
Jun 21, 2018 to Feb 13, 2026
Jun 21, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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