SGS SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:20.54% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1092 | 11.43 | |
| 0.0374 | 6.19 | |
| 0.8869 | 127.60 | |
| 0.0474 | 2.70 |
Estimation Period:
Sep 8, 2006 to Jan 23, 2026
Sep 8, 2006 to Jan 23, 2026
News Impact Curve
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