SGS SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:19.77% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1100 | 3.42 | |
| 0.0469 | 19.37 | |
| 0.9841 | 199.08 | |
| 4.1852 | 5.14 |
Estimation Period:
Sep 8, 2006 to Jan 23, 2026
Sep 8, 2006 to Jan 23, 2026
Other SGS SA Analyses
Other GAS-GARCH Student T Analyses on International Equities