Sagax AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.54% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 10.09 | |
| 0.1382 | 21.47 | |
| 0.9933 | 947.80 | |
| -0.0091 | -2.31 |
Estimation Period:
Apr 6, 1999 to Feb 6, 2026
Apr 6, 1999 to Feb 6, 2026
News Impact Curve
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