Sigma Advanced Systems Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.40% (-8.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7366 | 7.86 | |
| 0.2159 | 7.78 | |
| 0.4890 | 8.59 | |
| -0.1181 | -2.52 | |
| 0.2060 | 3.00 | |
| -0.1777 | -4.18 | |
| 0.1396 | 3.65 | |
| -0.0554 | -1.28 | |
| -0.0281 | -0.37 |
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Jul 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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