Sigma Advanced Systems Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:58.70% (+4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8216 | 31.93 | |
| 0.2668 | 18.31 | |
| 0.5036 | 42.54 | |
| -0.1029 | -4.94 |
Estimation Period:
Jul 10, 2006 to Feb 13, 2026
Jul 10, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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