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V-Lab

Sigma Healthcare Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.36% (-0.39%)
Analysis last updated: Thursday, February 12, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Healthcare Limited S0GARCH
paramt-stat
ω0.61814.38
α0.10193.65
β0.63717.09
γ1-1.1962-5.13
γ21.57434.33
γ3-0.3033-1.15
γ4-0.1549-0.54
γ50.26320.67
γ6-0.5308-1.28
γ70.43351.22
γ80.19940.63
γ9-0.5561-1.66
γ100.34081.36
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts