Sagax AB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.74% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0355 | 7.73 | |
| 0.7355 | 47.89 | |
| 0.1184 | 13.59 | |
| 0.0897 | 1.13 | |
| 0.1022 | 2.12 | |
| 0.8754 | 12.83 |
Estimation Period:
Apr 8, 2013 to Feb 6, 2026
Apr 8, 2013 to Feb 6, 2026
News Impact Curve
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