SGS SA GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:20.66% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 7.25 | |
| 0.0597 | 15.99 | |
| 0.8827 | 120.35 |
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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