SigmaRoc PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.63% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0242 | -1.44 | |
| 0.0396 | 25.96 | |
| 0.9583 | 640.56 | |
| 1.2267 | 7.66 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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