Sempio Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.80% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1950 | 29.02 | |
| 0.3100 | 37.06 | |
| 0.9217 | 332.15 | |
| 0.0658 | 8.99 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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