Saga PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.60% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1731 | 5.46 | |
| 0.1136 | 14.25 | |
| 0.8864 | 104.68 |
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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