Sigma Healthcare Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.36% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6181 | 4.38 | |
| 0.1019 | 3.65 | |
| 0.6371 | 7.09 | |
| -1.1962 | -5.13 | |
| 1.5743 | 4.33 | |
| -0.3033 | -1.15 | |
| -0.1549 | -0.54 | |
| 0.2632 | 0.67 | |
| -0.5308 | -1.28 | |
| 0.4335 | 1.22 | |
| 0.1994 | 0.63 | |
| -0.5561 | -1.66 | |
| 0.3408 | 1.36 |
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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