Sigma Advanced Systems Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.51% (-11.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.3665 | 28.64 | |
| 0.1782 | 19.71 | |
| 0.7933 | 95.64 | |
| 5.6301 | 7.61 |
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Jul 10, 2006 to Feb 6, 2026
Other Sigma Advanced Systems Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities