Sigma Healthcare Limited EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.57% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2492 | 3.58 | |
| 0.1160 | 7.33 | |
| 0.8890 | 26.48 | |
| -0.0254 | -1.94 |
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Sep 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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