Saga PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.26% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2501 | 7.45 | |
| 0.0701 | 58.65 | |
| 0.9959 | 1,904.19 | |
| 4.1810 | 38.69 |
Estimation Period:
May 22, 2014 to Feb 13, 2026
May 22, 2014 to Feb 13, 2026
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