Sesa SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.33% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4191 | 3.73 | |
| 0.2017 | 7.96 | |
| 0.7929 | 13.39 | |
| 0.0130 | 0.66 |
Estimation Period:
Feb 10, 2014 to Feb 13, 2026
Feb 10, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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