Saph GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.01% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8492 | 23.83 | |
| 0.1846 | 34.68 | |
| 0.7421 | 107.08 |
Estimation Period:
Sep 19, 2005 to Feb 6, 2026
Sep 19, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities