Saga PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.65% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1542 | 6.42 | |
| 0.0650 | 10.53 | |
| 0.8932 | 122.08 | |
| 0.0835 | 5.39 |
Estimation Period:
May 22, 2014 to Feb 13, 2026
May 22, 2014 to Feb 13, 2026
News Impact Curve
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