Sage Group PLC/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.19% (-10.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3489 | 4.59 | |
| 0.2075 | 5.63 | |
| 0.5039 | 7.53 | |
| -0.0780 | -1.57 | |
| 0.1507 | 2.15 | |
| -0.2023 | -5.47 | |
| 0.2190 | 9.37 | |
| -0.1350 | -7.74 | |
| 0.0897 | 3.90 | |
| -0.0704 | -2.34 | |
| 0.0313 | 1.22 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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