Ab Sagax EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.69% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 0.24 | |
| 0.1045 | 13.94 | |
| 0.9777 | 312.96 | |
| -0.0919 | -9.79 |
Estimation Period:
Nov 9, 2016 to Feb 6, 2026
Nov 9, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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