Sagax AB GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.62% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0895 | 8.10 | |
| 0.0655 | 19.63 | |
| 0.9275 | 212.96 |
Estimation Period:
Apr 6, 1999 to Feb 6, 2026
Apr 6, 1999 to Feb 6, 2026
News Impact Curve
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