Saga PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.20% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 13.92 | |
| 0.2357 | 18.42 | |
| 0.9688 | 313.33 | |
| -0.0538 | -5.66 |
Estimation Period:
May 22, 2014 to Feb 6, 2026
May 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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