Sage Group PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.80% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 14.27 | |
| 0.0337 | 12.07 | |
| 0.9210 | 294.33 | |
| 0.0540 | 9.30 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sage Group PLC/The Analyses
Other GJR-GARCH Analyses on International Equities