SigmaRoc PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.60% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 6.19 | |
| 0.0409 | 23.96 | |
| 0.9591 | 570.54 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
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