Saga PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.88% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5052 | 5.18 | |
| 0.1538 | 2.21 | |
| 0.6227 | 4.82 | |
| -0.3792 | -1.31 | |
| 0.8567 | 2.00 | |
| -0.4384 | -1.26 | |
| -0.6040 | -1.31 | |
| 0.9729 | 2.59 | |
| -0.8386 | -3.27 | |
| 1.1493 | 2.89 |
Estimation Period:
May 22, 2014 to Feb 6, 2026
May 22, 2014 to Feb 6, 2026
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