Sigma Healthcare Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.27% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4998 | 6.67 | |
| 0.0411 | 7.34 | |
| 0.8943 | 79.80 | |
| 0.0162 | 2.06 |
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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