Sempio Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.53% (-4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3863 | 26.56 | |
| 0.5352 | 33.00 | |
| -0.2122 | -11.46 | |
| 0.2900 | 2.72 | |
| 0.1411 | 2.58 | |
| 0.8388 | 13.48 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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