Ab Sagax AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.68% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1448 | 7.69 | |
| 0.0489 | 16.94 | |
| 0.9226 | 406.78 | |
| 0.2782 | 1.40 |
Estimation Period:
Feb 23, 2022 to Feb 6, 2026
Feb 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities