Sygnia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.63% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3952 | 12.87 | |
| 0.1383 | 8.01 | |
| 0.5976 | 24.76 | |
| 0.0630 | 2.04 |
Estimation Period:
Oct 14, 2015 to Feb 6, 2026
Oct 14, 2015 to Feb 6, 2026
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