Sagax AB GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.77% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1337 | 12.23 | |
| 0.0742 | 16.68 | |
| 0.8945 | 144.67 |
Estimation Period:
Apr 8, 2013 to Feb 6, 2026
Apr 8, 2013 to Feb 6, 2026
News Impact Curve
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