Saga PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.92% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4481 | 4.32 | |
| 0.1336 | 2.50 | |
| 0.6357 | 5.13 | |
| -0.9708 | -1.26 | |
| 1.6826 | 1.11 | |
| -0.8223 | -0.51 | |
| 0.5529 | 0.39 | |
| -1.6345 | -1.95 | |
| 2.0931 | 5.01 | |
| -1.4945 | -3.38 | |
| 0.8827 | 1.89 | |
| -0.2964 | -0.94 |
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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