Sigmaxyz Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.17% (-9.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9694 | 16.10 | |
| 0.2755 | 11.73 | |
| 0.4601 | 18.92 | |
| 0.0864 | 2.13 |
Estimation Period:
Dec 18, 2013 to Feb 13, 2026
Dec 18, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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