Skip to main content
V-Lab

Sigma Healthcare Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.66% (-0.69%)
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 SGARCH
paramt-stat
ω0.76273.82
α0.11043.42
β0.56525.06
γ1-0.6835-4.66
γ21.04254.91
γ3-0.4509-2.83
γ40.21251.12
γ5-0.3877-1.95
γ60.44312.50
γ7-0.0422-0.24
γ8-0.7550-2.49
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts