Ab Sagax GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.07% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 13.17 | |
| 0.1161 | 16.56 | |
| 0.8469 | 119.36 |
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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