AB Sagax MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.93% (-37.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| -0.0000 | -0.00 | |
| 0.2721 | 3.21 | |
| 1.0000 | 14.21 | |
| 0.0000 | 0.00 |
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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