SGS SA AGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:19.08% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 2.31 | |
| 0.0529 | 20.44 | |
| 0.9059 | 169.71 | |
| 1.1161 | 7.95 |
Estimation Period:
Sep 8, 2006 to Jan 23, 2026
Sep 8, 2006 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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