Saga Pure Asa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.85% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 13.59 | |
| 0.1910 | 20.34 | |
| 0.9566 | 230.72 | |
| -0.0125 | -1.02 |
Estimation Period:
May 11, 2010 to Feb 6, 2026
May 11, 2010 to Feb 6, 2026
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