SGS SA EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:19.95% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 9.99 | |
| 0.1477 | 9.67 | |
| 0.9561 | 200.65 | |
| -0.0616 | -6.49 |
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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