Bank Of Saga Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.05% (+4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2434 | 19.61 | |
| 0.1072 | 13.34 | |
| 0.8111 | 140.11 | |
| 0.0306 | 2.47 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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