Saga Furs Oyj GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.32% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3775 | 23.24 | |
| 0.1446 | 12.40 | |
| 0.8294 | 185.21 | |
| -0.0213 | -1.22 |
Estimation Period:
Jul 5, 1994 to Feb 13, 2026
Jul 5, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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