Sagax AB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.51% (-6.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1196 | 27.34 | |
| 0.6771 | 58.25 | |
| 0.0784 | 8.78 | |
| 0.0179 | 2.29 | |
| 0.0177 | 6.23 | |
| 0.9799 | 255.38 |
Estimation Period:
Apr 6, 1999 to Feb 6, 2026
Apr 6, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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