Saga PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.28% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2050 | 10.20 | |
| 0.1212 | 7.21 | |
| 0.5000 | 11.03 | |
| 1.1353 | 0.56 | |
| 1.0000 | 0.55 | |
| 0.0000 | 0.00 |
Estimation Period:
May 22, 2014 to Feb 13, 2026
May 22, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities