V-Lab: Sage Group PLC/The MF2-GARCH Volatility Analysis

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V-Lab

Sage Group PLC/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:19.33% (-0.16%)

Analysis last updated: Thursday, May 16, 2024 at 08:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2912	16.71
$β$	0.2529	11.26
$γ$	-0.0911	-3.51
$λ_{1}$	0.0192	1.37
$λ_{2}$	0.0201	1.94
$λ_{3}$	0.9747	79.26

Estimation Period:
Jan 1, 1990 to May 10, 2024

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