SGS SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:25.54% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8633 | 4.98 | |
| 0.0628 | 4.25 | |
| 0.8506 | 20.96 | |
| -0.0612 | -0.25 | |
| -0.0901 | -0.25 | |
| 0.2438 | 0.86 | |
| -0.1561 | -0.65 | |
| 0.3434 | 1.59 | |
| -0.7810 | -3.09 | |
| 1.0406 | 3.31 | |
| -0.7867 | -2.61 |
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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