Sigma Advanced Systems Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.78% (-4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7391 | 7.88 | |
| 0.2153 | 7.75 | |
| 0.4905 | 8.60 | |
| -0.1169 | -2.49 | |
| 0.2047 | 2.98 | |
| -0.1793 | -4.22 | |
| 0.1463 | 3.92 | |
| -0.0735 | -2.18 | |
| 0.0240 | 0.99 |
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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