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V-Lab

Saga PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.92% (-3.14%)
Analysis last updated: Saturday, February 14, 2026 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saga PLC S0GARCH
paramt-stat
ω0.44814.32
α0.13362.50
β0.63575.13
γ1-0.9708-1.26
γ21.68261.11
γ3-0.8223-0.51
γ40.55290.39
γ5-1.6345-1.95
γ62.09315.01
γ7-1.4945-3.38
γ80.88271.89
γ9-0.2964-0.94
Estimation Period:
May 22, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts