Sigma Healthcare Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.66% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7627 | 3.82 | |
| 0.1104 | 3.42 | |
| 0.5652 | 5.06 | |
| -0.6835 | -4.66 | |
| 1.0425 | 4.91 | |
| -0.4509 | -2.83 | |
| 0.2125 | 1.12 | |
| -0.3877 | -1.95 | |
| 0.4431 | 2.50 | |
| -0.0422 | -0.24 | |
| -0.7550 | -2.49 |
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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