Sempio Co GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.70% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5316 | 25.57 | |
| 0.2351 | 33.95 | |
| 0.7409 | 133.63 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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