Sagax AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.00% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0963 | 8.43 | |
| 0.0566 | 13.41 | |
| 0.9244 | 199.05 | |
| 0.0261 | 4.17 |
Estimation Period:
Apr 6, 1999 to Feb 6, 2026
Apr 6, 1999 to Feb 6, 2026
News Impact Curve
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