Sempio Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.67% (-5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1951 | 29.05 | |
| 0.3101 | 37.07 | |
| 0.9217 | 332.25 | |
| 0.0658 | 9.00 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities