Sigma Advanced Systems Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.74% (-8.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6508 | 30.68 | |
| 0.2162 | 32.11 | |
| 0.5150 | 43.49 | |
| -0.5769 | -7.84 |
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Jul 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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