Sempra EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.30% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 7.16 | |
| 0.1299 | 23.35 | |
| 0.9796 | 706.29 | |
| -0.0679 | -13.41 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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