Ab Sagax GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.03% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 1.87 | |
| 0.0069 | 6.28 | |
| 0.9906 | 676.16 |
Estimation Period:
Feb 23, 2022 to Feb 6, 2026
Feb 23, 2022 to Feb 6, 2026
News Impact Curve
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