SGS SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:20.52% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0375 | 4.70 | |
| 0.8787 | 30.55 | |
| 0.0514 | 2.65 | |
| 1.8051 | 0.03 | |
| 0.1036 | 0.03 | |
| 0.0392 | 0.00 |
Estimation Period:
Sep 8, 2006 to Jan 23, 2026
Sep 8, 2006 to Jan 23, 2026
News Impact Curve
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