Ab Sagax AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.49% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 11.21 | |
| 0.0922 | 16.47 | |
| 0.8701 | 140.23 | |
| 0.2911 | 12.08 |
Estimation Period:
Nov 9, 2016 to Feb 6, 2026
Nov 9, 2016 to Feb 6, 2026
News Impact Curve
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