Saga Pure Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.34% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 3.85 | |
| 0.0332 | 7.19 | |
| 0.9604 | 491.27 | |
| 0.0127 | 1.72 |
Estimation Period:
May 11, 2010 to Feb 6, 2026
May 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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