SigmaRoc PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.97% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 5.47 | |
| 0.0515 | 18.64 | |
| 0.9956 | 1,004.65 | |
| -0.0860 | -19.58 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
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