Sempra MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.43% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0269 | 8.60 | |
| 0.8783 | 100.43 | |
| 0.1066 | 13.05 | |
| 0.0074 | 4.57 | |
| 0.0103 | 4.41 | |
| 0.9860 | 326.27 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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