SAXA Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.30% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1358 | 25.12 | |
| 0.2366 | 30.11 | |
| 0.9475 | 441.71 | |
| -0.0323 | -5.68 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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