Sempra GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.88%
decreased by 0.79%
1 Week
22.93%
decreased by 0.74%
1 Month
23.09%
decreased by 0.58%
Analysis last updated: Saturday, June 13, 2026 at 12:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 13.07 | |
| 0.0942 | 24.48 | |
| 0.8842 | 170.01 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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