Sempra EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.84% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 7.14 | |
| 0.1302 | 23.30 | |
| 0.9795 | 703.69 | |
| -0.0680 | -13.40 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities