Sempio Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.51% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5322 | 25.60 | |
| 0.2352 | 34.00 | |
| 0.7408 | 133.71 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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