AB Sagax EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.67% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 2.96 | |
| 0.1797 | 5.34 | |
| 0.9714 | 145.59 | |
| -0.0726 | -2.17 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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