Sigma Advanced Systems Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.42% (-8.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8160 | 31.94 | |
| 0.2667 | 18.30 | |
| 0.5044 | 42.67 | |
| -0.1032 | -4.96 |
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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