Sagax AB AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.57% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 9.57 | |
| 0.0719 | 22.92 | |
| 0.9199 | 222.63 | |
| 0.2572 | 3.61 |
Estimation Period:
Apr 6, 1999 to Feb 6, 2026
Apr 6, 1999 to Feb 6, 2026
News Impact Curve
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