Sigma Healthcare Limited GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.75% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4890 | 6.59 | |
| 0.0479 | 9.26 | |
| 0.8964 | 78.85 |
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Sep 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sigma Healthcare Limited Analyses
Other GARCH Analyses on International Equities