Saga Pure Asa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.07% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1349 | 13.78 | |
| 0.8290 | 81.25 | |
| 0.0079 | 0.57 | |
| 0.0000 | 0.00 | |
| 0.0144 | 4.20 | |
| 0.9854 | 257.88 |
Estimation Period:
May 11, 2010 to Feb 6, 2026
May 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Saga Pure Asa Analyses
Other MF2-GARCH Analyses on International Equities